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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 0.26% | 3.81 CHF | 3.82 CHF | 60'000 | 60'000 | 59'956 | 59'956 | 227'813 CHF | 228'413 CHF | 100.00% | 100.00% |
15.05.2024 | 0.26% | 3.77 CHF | 3.78 CHF | 60'000 | 60'000 | 59'882 | 59'882 | 227'231 CHF | 227'831 CHF | 100.00% | 100.00% |
14.05.2024 | 0.27% | 3.77 CHF | 3.78 CHF | 60'000 | 60'000 | 63'064 | 63'064 | 235'520 CHF | 236'151 CHF | 100.00% | 100.00% |
13.05.2024 | 0.27% | 3.73 CHF | 3.74 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 241'157 CHF | 241'807 CHF | 100.00% | 100.00% |
10.05.2024 | 0.27% | 3.70 CHF | 3.71 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 240'652 CHF | 241'302 CHF | 100.00% | 100.00% |
08.05.2024 | 0.28% | 3.60 CHF | 3.61 CHF | 65'000 | 65'000 | 64'989 | 64'989 | 234'319 CHF | 234'969 CHF | 99.08% | 99.08% |
07.05.2024 | 0.28% | 3.62 CHF | 3.63 CHF | 65'000 | 65'000 | 64'977 | 64'977 | 231'784 CHF | 232'434 CHF | 99.94% | 99.94% |
06.05.2024 | 0.29% | 3.49 CHF | 3.50 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 226'328 CHF | 226'978 CHF | 100.00% | 100.00% |
03.05.2024 | 0.29% | 3.44 CHF | 3.45 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 224'803 CHF | 225'453 CHF | 100.00% | 100.00% |
02.05.2024 | 0.29% | 3.48 CHF | 3.49 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 225'887 CHF | 226'537 CHF | 100.00% | 100.00% |