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% | 3.87 CHF | 3.88 CHF | 69'000 | 69'000 | 68'132 | 68'132 | 262'913 CHF | 263'596 CHF | 100.00% | 100.00% |
15.05.2024 | 0.27% | 3.80 CHF | 3.81 CHF | 69'000 | 69'000 | 68'813 | 68'813 | 260'578 CHF | 261'266 CHF | 100.00% | 100.00% |
14.05.2024 | 0.26% | 3.80 CHF | 3.81 CHF | 69'000 | 69'000 | 67'663 | 67'663 | 261'598 CHF | 262'275 CHF | 97.24% | 97.24% |
13.05.2024 | 0.26% | 3.88 CHF | 3.89 CHF | 68'000 | 68'000 | 67'340 | 67'340 | 259'653 CHF | 260'327 CHF | 100.00% | 100.00% |
10.05.2024 | 0.26% | 3.89 CHF | 3.90 CHF | 68'000 | 68'000 | 66'373 | 66'373 | 261'760 CHF | 262'425 CHF | 100.00% | 100.00% |
08.05.2024 | 0.27% | 3.85 CHF | 3.86 CHF | 68'000 | 68'000 | 68'196 | 68'196 | 256'567 CHF | 257'250 CHF | 100.00% | 100.00% |
07.05.2024 | 0.26% | 3.81 CHF | 3.82 CHF | 68'000 | 68'000 | 67'646 | 67'646 | 258'358 CHF | 259'035 CHF | 100.00% | 100.00% |
06.05.2024 | 0.26% | 3.84 CHF | 3.85 CHF | 68'000 | 68'000 | 67'363 | 67'363 | 260'108 CHF | 260'782 CHF | 100.00% | 100.00% |
03.05.2024 | 0.26% | 3.83 CHF | 3.84 CHF | 68'000 | 68'000 | 67'062 | 67'062 | 260'465 CHF | 261'136 CHF | 98.36% | 98.36% |
02.05.2024 | 0.26% | 3.87 CHF | 3.88 CHF | 68'000 | 68'000 | 66'361 | 66'361 | 261'816 CHF | 262'480 CHF | 99.92% | 99.92% |