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 | 0.27% | 3.69 CHF | 3.70 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'093'390 CHF | 365'462 CHF | 98.81% | 98.81% |
15.05.2024 | 0.28% | 3.61 CHF | 3.62 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'086'750 CHF | 363'249 CHF | 98.69% | 98.69% |
14.05.2024 | 0.28% | 3.61 CHF | 3.62 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'067'090 CHF | 356'696 CHF | 98.82% | 98.82% |
13.05.2024 | 0.28% | 3.58 CHF | 3.59 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'076'000 CHF | 359'665 CHF | 93.14% | 93.14% |
10.05.2024 | 0.28% | 3.62 CHF | 3.63 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'083'010 CHF | 362'002 CHF | 98.64% | 98.64% |
08.05.2024 | 0.27% | 3.67 CHF | 3.68 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'100'190 CHF | 367'732 CHF | 98.31% | 98.31% |
07.05.2024 | 0.27% | 3.65 CHF | 3.66 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'105'390 CHF | 369'465 CHF | 98.44% | 98.44% |
06.05.2024 | 0.27% | 3.71 CHF | 3.72 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'107'370 CHF | 370'124 CHF | 98.45% | 98.45% |
03.05.2024 | 0.27% | 3.70 CHF | 3.71 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'109'620 CHF | 370'872 CHF | 98.74% | 98.74% |
02.05.2024 | 0.27% | 3.70 CHF | 3.71 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'098'790 CHF | 367'264 CHF | 98.77% | 98.77% |