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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29.05.2024 | 0.25% | 3.94 CHF | 3.95 CHF | 69'000 | 69'000 | 67'744 | 67'744 | 273'210 CHF | 273'888 CHF | 99.95% | 99.95% |
28.05.2024 | 0.25% | 4.05 CHF | 4.06 CHF | 68'000 | 68'000 | 67'967 | 67'967 | 274'362 CHF | 275'042 CHF | 100.00% | 100.00% |
27.05.2024 | 0.26% | 3.90 CHF | 3.91 CHF | 69'000 | 69'000 | 68'797 | 68'797 | 267'015 CHF | 267'705 CHF | 99.45% | 99.45% |
24.05.2024 | 0.26% | 3.92 CHF | 3.93 CHF | 69'000 | 69'000 | 69'853 | 69'853 | 264'228 CHF | 264'927 CHF | 100.00% | 100.00% |
23.05.2024 | 0.26% | 3.85 CHF | 3.86 CHF | 69'000 | 69'000 | 68'258 | 68'258 | 269'366 CHF | 270'052 CHF | 100.00% | 100.00% |
22.05.2024 | 0.27% | 3.67 CHF | 3.68 CHF | 71'000 | 71'000 | 70'616 | 70'616 | 259'971 CHF | 260'678 CHF | 100.00% | 100.00% |
21.05.2024 | 0.27% | 3.61 CHF | 3.62 CHF | 71'000 | 71'000 | 70'882 | 70'882 | 259'542 CHF | 260'252 CHF | 100.00% | 100.00% |
17.05.2024 | 0.28% | 3.64 CHF | 3.65 CHF | 71'000 | 71'000 | 71'844 | 71'844 | 256'696 CHF | 257'414 CHF | 100.00% | 100.00% |
16.05.2024 | 0.27% | 3.68 CHF | 3.69 CHF | 71'000 | 71'000 | 70'916 | 70'916 | 262'261 CHF | 262'971 CHF | 100.00% | 100.00% |
15.05.2024 | 0.28% | 3.57 CHF | 3.58 CHF | 72'000 | 72'000 | 72'122 | 72'122 | 254'779 CHF | 255'502 CHF | 100.00% | 100.00% |