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 | 0.32% | 3.18 CHF | 3.19 CHF | 75'000 | 75'000 | 74'955 | 74'955 | 234'341 CHF | 235'091 CHF | 100.00% | 100.00% |
15.05.2024 | 0.33% | 3.11 CHF | 3.12 CHF | 75'000 | 75'000 | 74'848 | 74'848 | 229'449 CHF | 230'199 CHF | 100.00% | 100.00% |
14.05.2024 | 0.33% | 3.10 CHF | 3.11 CHF | 75'000 | 75'000 | 74'979 | 74'979 | 228'392 CHF | 229'142 CHF | 100.00% | 100.00% |
13.05.2024 | 0.32% | 3.04 CHF | 3.05 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 230'582 CHF | 231'332 CHF | 100.00% | 100.00% |
10.05.2024 | 0.32% | 3.15 CHF | 3.16 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 237'610 CHF | 238'360 CHF | 100.00% | 100.00% |
08.05.2024 | 0.32% | 3.18 CHF | 3.19 CHF | 75'000 | 75'000 | 74'997 | 74'997 | 234'621 CHF | 235'371 CHF | 99.51% | 99.51% |
07.05.2024 | 0.32% | 3.08 CHF | 3.09 CHF | 75'000 | 75'000 | 74'944 | 74'944 | 231'613 CHF | 232'363 CHF | 100.00% | 100.00% |
06.05.2024 | 0.32% | 3.09 CHF | 3.10 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 237'149 CHF | 237'899 CHF | 100.00% | 100.00% |
03.05.2024 | 0.32% | 3.13 CHF | 3.14 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 234'742 CHF | 235'492 CHF | 100.00% | 100.00% |
02.05.2024 | 0.31% | 3.23 CHF | 3.24 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 242'026 CHF | 242'776 CHF | 100.00% | 100.00% |