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 | 0.29% | 3.53 CHF | 3.54 CHF | 69'000 | 69'000 | 68'130 | 68'130 | 239'264 CHF | 239'946 CHF | 100.00% | 100.00% |
15.05.2024 | 0.29% | 3.45 CHF | 3.46 CHF | 69'000 | 69'000 | 68'809 | 68'809 | 236'642 CHF | 237'331 CHF | 100.00% | 100.00% |
14.05.2024 | 0.29% | 3.45 CHF | 3.46 CHF | 69'000 | 69'000 | 67'416 | 67'416 | 237'178 CHF | 237'853 CHF | 97.15% | 97.15% |
13.05.2024 | 0.29% | 3.53 CHF | 3.54 CHF | 68'000 | 68'000 | 67'339 | 67'339 | 236'210 CHF | 236'884 CHF | 100.00% | 100.00% |
10.05.2024 | 0.28% | 3.55 CHF | 3.56 CHF | 68'000 | 68'000 | 66'379 | 66'379 | 238'704 CHF | 239'369 CHF | 100.00% | 100.00% |
08.05.2024 | 0.30% | 3.50 CHF | 3.51 CHF | 68'000 | 68'000 | 68'203 | 68'203 | 232'806 CHF | 233'489 CHF | 100.00% | 100.00% |
07.05.2024 | 0.29% | 3.46 CHF | 3.47 CHF | 69'000 | 69'000 | 67'636 | 67'636 | 234'757 CHF | 235'434 CHF | 100.00% | 100.00% |
06.05.2024 | 0.29% | 3.50 CHF | 3.51 CHF | 68'000 | 68'000 | 67'361 | 67'361 | 236'720 CHF | 237'394 CHF | 99.76% | 99.76% |
03.05.2024 | 0.28% | 3.49 CHF | 3.50 CHF | 68'000 | 68'000 | 66'969 | 66'969 | 236'827 CHF | 237'498 CHF | 98.08% | 98.08% |
02.05.2024 | 0.28% | 3.52 CHF | 3.53 CHF | 68'000 | 68'000 | 66'393 | 66'393 | 238'734 CHF | 239'398 CHF | 99.91% | 99.91% |