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% | 3.94 CHF | 3.95 CHF | 69'000 | 69'000 | 68'119 | 68'119 | 267'541 CHF | 268'223 CHF | 100.00% | 100.00% |
15.05.2024 | 0.26% | 3.87 CHF | 3.88 CHF | 69'000 | 69'000 | 68'813 | 68'813 | 265'316 CHF | 266'004 CHF | 100.00% | 100.00% |
14.05.2024 | 0.26% | 3.86 CHF | 3.87 CHF | 69'000 | 69'000 | 67'630 | 67'630 | 266'161 CHF | 266'838 CHF | 97.27% | 97.27% |
13.05.2024 | 0.26% | 3.95 CHF | 3.96 CHF | 68'000 | 68'000 | 67'361 | 67'361 | 264'426 CHF | 265'100 CHF | 100.00% | 100.00% |
10.05.2024 | 0.25% | 3.96 CHF | 3.97 CHF | 68'000 | 68'000 | 66'373 | 66'373 | 266'361 CHF | 267'025 CHF | 100.00% | 100.00% |
08.05.2024 | 0.26% | 3.92 CHF | 3.93 CHF | 68'000 | 68'000 | 68'202 | 68'202 | 261'336 CHF | 262'019 CHF | 100.00% | 100.00% |
07.05.2024 | 0.26% | 3.88 CHF | 3.89 CHF | 68'000 | 68'000 | 67'639 | 67'639 | 263'021 CHF | 263'698 CHF | 100.00% | 100.00% |
06.05.2024 | 0.26% | 3.91 CHF | 3.92 CHF | 68'000 | 68'000 | 67'363 | 67'363 | 264'772 CHF | 265'446 CHF | 100.00% | 100.00% |
03.05.2024 | 0.26% | 3.90 CHF | 3.91 CHF | 68'000 | 68'000 | 66'806 | 66'806 | 264'087 CHF | 264'756 CHF | 98.83% | 98.83% |
02.05.2024 | 0.25% | 3.94 CHF | 3.95 CHF | 68'000 | 68'000 | 66'361 | 66'361 | 266'452 CHF | 267'117 CHF | 99.93% | 99.93% |