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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 0.30% | 3.29 CHF | 3.30 CHF | 77'000 | 77'000 | 77'011 | 77'011 | 254'840 CHF | 255'610 CHF | 100.00% | 100.00% |
21.05.2024 | 0.29% | 3.40 CHF | 3.41 CHF | 76'000 | 76'000 | 75'944 | 75'944 | 258'336 CHF | 259'097 CHF | 100.00% | 100.00% |
17.05.2024 | 0.29% | 3.46 CHF | 3.47 CHF | 76'000 | 76'000 | 75'906 | 75'906 | 262'273 CHF | 263'032 CHF | 100.00% | 100.00% |
16.05.2024 | 0.29% | 3.39 CHF | 3.40 CHF | 77'000 | 77'000 | 76'401 | 76'401 | 259'379 CHF | 260'144 CHF | 100.00% | 100.00% |
15.05.2024 | 0.28% | 3.49 CHF | 3.50 CHF | 75'000 | 75'000 | 74'557 | 74'557 | 265'019 CHF | 265'766 CHF | 100.00% | 100.00% |
14.05.2024 | 0.28% | 3.57 CHF | 3.58 CHF | 75'000 | 75'000 | 74'154 | 74'154 | 266'840 CHF | 267'581 CHF | 99.99% | 99.99% |
13.05.2024 | 0.28% | 3.60 CHF | 3.61 CHF | 74'000 | 74'000 | 74'550 | 74'550 | 267'418 CHF | 268'163 CHF | 100.00% | 100.00% |
10.05.2024 | 0.28% | 3.58 CHF | 3.59 CHF | 75'000 | 75'000 | 74'065 | 74'065 | 267'998 CHF | 268'739 CHF | 100.00% | 100.00% |
08.05.2024 | 0.29% | 3.45 CHF | 3.46 CHF | 76'000 | 76'000 | 76'282 | 76'282 | 261'373 CHF | 262'136 CHF | 99.06% | 99.06% |
07.05.2024 | 0.29% | 3.43 CHF | 3.44 CHF | 76'000 | 76'000 | 75'957 | 75'957 | 261'574 CHF | 262'334 CHF | 99.60% | 99.60% |