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 | 0.35% | 2.91 CHF | 2.92 CHF | 69'000 | 69'000 | 68'129 | 68'129 | 197'098 CHF | 197'780 CHF | 100.00% | 100.00% |
15.05.2024 | 0.36% | 2.83 CHF | 2.84 CHF | 69'000 | 69'000 | 68'810 | 68'810 | 193'965 CHF | 194'654 CHF | 100.00% | 100.00% |
14.05.2024 | 0.35% | 2.83 CHF | 2.84 CHF | 69'000 | 69'000 | 67'747 | 67'747 | 196'192 CHF | 196'870 CHF | 97.18% | 97.18% |
13.05.2024 | 0.35% | 2.91 CHF | 2.92 CHF | 68'000 | 68'000 | 67'340 | 67'340 | 194'377 CHF | 195'051 CHF | 100.00% | 100.00% |
10.05.2024 | 0.34% | 2.92 CHF | 2.93 CHF | 68'000 | 68'000 | 66'373 | 66'373 | 197'458 CHF | 198'122 CHF | 100.00% | 100.00% |
08.05.2024 | 0.36% | 2.88 CHF | 2.89 CHF | 68'000 | 68'000 | 68'200 | 68'200 | 190'372 CHF | 191'055 CHF | 100.00% | 100.00% |
07.05.2024 | 0.35% | 2.84 CHF | 2.85 CHF | 69'000 | 69'000 | 67'652 | 67'652 | 192'791 CHF | 193'468 CHF | 100.00% | 100.00% |
06.05.2024 | 0.35% | 2.88 CHF | 2.89 CHF | 68'000 | 68'000 | 67'361 | 67'361 | 194'964 CHF | 195'638 CHF | 99.71% | 99.71% |
03.05.2024 | 0.35% | 2.87 CHF | 2.88 CHF | 68'000 | 68'000 | 66'786 | 66'786 | 194'743 CHF | 195'412 CHF | 99.09% | 99.09% |
02.05.2024 | 0.34% | 2.89 CHF | 2.90 CHF | 68'000 | 68'000 | 66'385 | 66'385 | 197'321 CHF | 197'986 CHF | 98.63% | 98.63% |