Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 0.34% | 3.05 CHF | 3.06 CHF | 260'000 | 260'000 | 89'765 | 89'765 | 273'988 CHF | 274'888 CHF | 100.00% | 100.00% |
22.05.2024 | 0.32% | 3.10 CHF | 3.11 CHF | 250'000 | 250'000 | 87'543 | 87'543 | 273'117 CHF | 273'993 CHF | 100.00% | 100.00% |
21.05.2024 | 0.33% | 3.11 CHF | 3.12 CHF | 260'000 | 260'000 | 90'057 | 90'057 | 276'092 CHF | 276'994 CHF | 99.35% | 99.35% |
17.05.2024 | 0.36% | 2.86 CHF | 2.87 CHF | 270'000 | 270'000 | 91'840 | 91'840 | 260'888 CHF | 261'808 CHF | 100.00% | 100.00% |
16.05.2024 | 0.36% | 2.81 CHF | 2.82 CHF | 270'000 | 270'000 | 93'189 | 93'189 | 261'768 CHF | 262'704 CHF | 100.00% | 100.00% |
15.05.2024 | 0.36% | 2.81 CHF | 2.82 CHF | 270'000 | 270'000 | 93'262 | 93'262 | 263'056 CHF | 263'991 CHF | 99.99% | 99.99% |
14.05.2024 | 0.36% | 2.83 CHF | 2.84 CHF | 270'000 | 270'000 | 93'630 | 93'630 | 265'246 CHF | 266'184 CHF | 100.00% | 100.00% |
13.05.2024 | 0.37% | 2.78 CHF | 2.79 CHF | 270'000 | 270'000 | 93'706 | 93'706 | 259'710 CHF | 260'649 CHF | 100.00% | 100.00% |
10.05.2024 | 0.36% | 2.76 CHF | 2.77 CHF | 270'000 | 270'000 | 92'442 | 92'442 | 260'227 CHF | 261'153 CHF | 100.00% | 100.00% |
08.05.2024 | 0.37% | 2.83 CHF | 2.84 CHF | 270'000 | 270'000 | 91'107 | 91'107 | 252'773 CHF | 253'685 CHF | 98.98% | 98.98% |