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 | 0.30% | 3.44 CHF | 3.45 CHF | 71'000 | 71'000 | 72'683 | 72'683 | 245'215 CHF | 245'942 CHF | 100.00% | 100.00% |
15.05.2024 | 0.30% | 3.41 CHF | 3.42 CHF | 73'000 | 73'000 | 72'854 | 72'854 | 244'323 CHF | 245'053 CHF | 100.00% | 100.00% |
14.05.2024 | 0.30% | 3.38 CHF | 3.39 CHF | 73'000 | 73'000 | 72'996 | 72'996 | 245'706 CHF | 246'436 CHF | 99.96% | 99.96% |
13.05.2024 | 0.30% | 3.30 CHF | 3.31 CHF | 73'000 | 73'000 | 73'000 | 73'000 | 242'353 CHF | 243'083 CHF | 100.00% | 100.00% |
10.05.2024 | 0.30% | 3.34 CHF | 3.35 CHF | 73'000 | 73'000 | 73'000 | 73'000 | 244'228 CHF | 244'958 CHF | 100.00% | 100.00% |
08.05.2024 | 0.31% | 3.22 CHF | 3.23 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 239'918 CHF | 240'668 CHF | 99.25% | 99.25% |
07.05.2024 | 0.32% | 3.21 CHF | 3.22 CHF | 75'000 | 75'000 | 74'968 | 74'968 | 237'159 CHF | 237'909 CHF | 97.36% | 97.36% |
06.05.2024 | 0.31% | 3.16 CHF | 3.17 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 238'089 CHF | 238'839 CHF | 98.35% | 98.35% |
03.05.2024 | 0.32% | 3.13 CHF | 3.14 CHF | 75'000 | 75'000 | 75'012 | 75'012 | 234'118 CHF | 234'869 CHF | 99.98% | 99.98% |
02.05.2024 | 0.33% | 2.96 CHF | 2.97 CHF | 77'000 | 77'000 | 76'992 | 76'992 | 230'102 CHF | 230'872 CHF | 100.00% | 100.00% |