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% | 3.46 CHF | 3.47 CHF | 69'000 | 69'000 | 68'129 | 68'129 | 234'507 CHF | 235'189 CHF | 100.00% | 100.00% |
15.05.2024 | 0.30% | 3.38 CHF | 3.39 CHF | 69'000 | 69'000 | 68'810 | 68'810 | 231'830 CHF | 232'519 CHF | 100.00% | 100.00% |
14.05.2024 | 0.29% | 3.38 CHF | 3.39 CHF | 69'000 | 69'000 | 67'416 | 67'416 | 232'449 CHF | 233'124 CHF | 97.13% | 97.13% |
13.05.2024 | 0.29% | 3.46 CHF | 3.47 CHF | 68'000 | 68'000 | 67'340 | 67'340 | 231'500 CHF | 232'174 CHF | 100.00% | 100.00% |
10.05.2024 | 0.29% | 3.48 CHF | 3.49 CHF | 68'000 | 68'000 | 66'379 | 66'379 | 234'064 CHF | 234'728 CHF | 100.00% | 100.00% |
08.05.2024 | 0.30% | 3.43 CHF | 3.44 CHF | 68'000 | 68'000 | 68'203 | 68'203 | 228'024 CHF | 228'706 CHF | 100.00% | 100.00% |
07.05.2024 | 0.30% | 3.39 CHF | 3.40 CHF | 69'000 | 69'000 | 67'616 | 67'616 | 229'958 CHF | 230'635 CHF | 100.00% | 100.00% |
06.05.2024 | 0.29% | 3.43 CHF | 3.44 CHF | 68'000 | 68'000 | 67'361 | 67'361 | 232'019 CHF | 232'693 CHF | 99.70% | 99.70% |
03.05.2024 | 0.29% | 3.42 CHF | 3.43 CHF | 68'000 | 68'000 | 66'967 | 66'967 | 232'144 CHF | 232'814 CHF | 98.76% | 98.76% |
02.05.2024 | 0.29% | 3.45 CHF | 3.46 CHF | 68'000 | 68'000 | 66'360 | 66'360 | 233'945 CHF | 234'609 CHF | 99.78% | 99.78% |