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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 0.36% | 2.76 CHF | 2.77 CHF | 37'000 | 37'000 | 37'000 | 37'000 | 101'703 CHF | 102'073 CHF | 100.00% | 100.00% |
21.05.2024 | 0.37% | 2.73 CHF | 2.74 CHF | 37'000 | 37'000 | 36'971 | 36'971 | 100'314 CHF | 100'684 CHF | 99.84% | 99.84% |
17.05.2024 | 0.36% | 2.78 CHF | 2.79 CHF | 37'000 | 37'000 | 36'991 | 36'991 | 102'848 CHF | 103'218 CHF | 99.33% | 99.33% |
16.05.2024 | 0.36% | 2.81 CHF | 2.82 CHF | 37'000 | 37'000 | 36'879 | 36'879 | 103'047 CHF | 103'416 CHF | 100.00% | 100.00% |
15.05.2024 | 0.36% | 2.81 CHF | 2.82 CHF | 37'000 | 37'000 | 36'927 | 36'927 | 102'600 CHF | 102'970 CHF | 100.00% | 100.00% |
14.05.2024 | 0.37% | 2.76 CHF | 2.77 CHF | 37'000 | 37'000 | 36'999 | 36'999 | 101'072 CHF | 101'442 CHF | 99.96% | 99.96% |
13.05.2024 | 0.36% | 2.69 CHF | 2.70 CHF | 37'000 | 37'000 | 37'000 | 37'000 | 101'576 CHF | 101'946 CHF | 100.00% | 100.00% |
10.05.2024 | 0.37% | 2.72 CHF | 2.73 CHF | 37'000 | 37'000 | 37'196 | 37'196 | 99'855 CHF | 100'227 CHF | 100.00% | 100.00% |
08.05.2024 | 0.39% | 2.60 CHF | 2.61 CHF | 38'000 | 38'000 | 38'000 | 38'000 | 97'923 CHF | 98'303 CHF | 99.08% | 99.08% |
07.05.2024 | 0.38% | 2.65 CHF | 2.66 CHF | 38'000 | 38'000 | 37'962 | 37'962 | 100'253 CHF | 100'633 CHF | 99.93% | 99.93% |