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 | 0.60% | 3.37 CHF | 3.39 CHF | 63'000 | 63'000 | 62'760 | 62'760 | 211'018 CHF | 212'278 CHF | 100.00% | 100.00% |
22.05.2024 | 0.61% | 3.32 CHF | 3.34 CHF | 63'000 | 63'000 | 63'826 | 63'826 | 209'741 CHF | 211'018 CHF | 100.00% | 100.00% |
21.05.2024 | 0.60% | 3.27 CHF | 3.29 CHF | 64'000 | 64'000 | 63'742 | 63'742 | 210'506 CHF | 211'781 CHF | 95.98% | 95.98% |
17.05.2024 | 0.61% | 3.28 CHF | 3.30 CHF | 64'000 | 64'000 | 64'013 | 64'013 | 209'002 CHF | 210'282 CHF | 100.00% | 100.00% |
16.05.2024 | 0.59% | 3.30 CHF | 3.32 CHF | 64'000 | 64'000 | 62'988 | 62'988 | 211'905 CHF | 213'166 CHF | 100.00% | 100.00% |
15.05.2024 | 0.60% | 3.39 CHF | 3.41 CHF | 63'000 | 63'000 | 63'347 | 63'347 | 210'235 CHF | 211'505 CHF | 100.00% | 100.00% |
14.05.2024 | 0.62% | 3.28 CHF | 3.30 CHF | 64'000 | 64'000 | 64'199 | 64'199 | 207'109 CHF | 208'393 CHF | 99.98% | 99.98% |
13.05.2024 | 0.60% | 3.27 CHF | 3.29 CHF | 64'000 | 64'000 | 63'722 | 63'722 | 210'364 CHF | 211'639 CHF | 100.00% | 100.00% |
10.05.2024 | 0.59% | 3.42 CHF | 3.44 CHF | 61'000 | 61'000 | 61'158 | 61'158 | 208'438 CHF | 209'661 CHF | 100.00% | 100.00% |
08.05.2024 | 0.61% | 3.24 CHF | 3.26 CHF | 63'000 | 63'000 | 62'769 | 62'769 | 204'399 CHF | 205'654 CHF | 99.25% | 99.25% |