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 | 0.33% | 3.04 CHF | 3.05 CHF | 69'000 | 69'000 | 68'126 | 68'126 | 206'379 CHF | 207'061 CHF | 100.00% | 100.00% |
15.05.2024 | 0.34% | 2.97 CHF | 2.98 CHF | 69'000 | 69'000 | 68'814 | 68'814 | 203'343 CHF | 204'032 CHF | 99.98% | 99.98% |
14.05.2024 | 0.33% | 2.96 CHF | 2.97 CHF | 69'000 | 69'000 | 67'460 | 67'460 | 204'601 CHF | 205'277 CHF | 97.59% | 97.59% |
13.05.2024 | 0.33% | 3.05 CHF | 3.06 CHF | 68'000 | 68'000 | 67'362 | 67'362 | 203'711 CHF | 204'386 CHF | 100.00% | 100.00% |
10.05.2024 | 0.32% | 3.06 CHF | 3.07 CHF | 68'000 | 68'000 | 66'373 | 66'373 | 206'512 CHF | 207'177 CHF | 100.00% | 100.00% |
08.05.2024 | 0.34% | 3.02 CHF | 3.03 CHF | 68'000 | 68'000 | 68'209 | 68'209 | 199'750 CHF | 200'432 CHF | 100.00% | 100.00% |
07.05.2024 | 0.34% | 2.97 CHF | 2.98 CHF | 69'000 | 69'000 | 67'634 | 67'634 | 202'015 CHF | 202'693 CHF | 100.00% | 100.00% |
06.05.2024 | 0.33% | 3.01 CHF | 3.02 CHF | 68'000 | 68'000 | 67'363 | 67'363 | 204'181 CHF | 204'855 CHF | 100.00% | 100.00% |
03.05.2024 | 0.33% | 3.00 CHF | 3.01 CHF | 68'000 | 68'000 | 66'814 | 66'814 | 203'972 CHF | 204'641 CHF | 98.87% | 98.87% |
02.05.2024 | 0.32% | 3.03 CHF | 3.04 CHF | 68'000 | 68'000 | 66'392 | 66'392 | 206'443 CHF | 207'108 CHF | 99.82% | 99.82% |