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% | 3.14 CHF | 3.15 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 237'494 CHF | 238'244 CHF | 99.26% | 99.26% |
15.05.2024 | 0.32% | 3.19 CHF | 3.20 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 235'316 CHF | 236'066 CHF | 99.38% | 99.38% |
14.05.2024 | 0.33% | 3.06 CHF | 3.07 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 228'114 CHF | 228'864 CHF | 99.16% | 99.16% |
13.05.2024 | 0.33% | 3.01 CHF | 3.02 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 226'534 CHF | 227'284 CHF | 99.38% | 99.38% |
10.05.2024 | 0.33% | 2.98 CHF | 2.99 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 224'210 CHF | 224'960 CHF | 99.38% | 99.38% |
08.05.2024 | 0.34% | 2.95 CHF | 2.96 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 221'496 CHF | 222'246 CHF | 99.39% | 99.39% |
07.05.2024 | 0.34% | 2.97 CHF | 2.98 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 221'938 CHF | 222'688 CHF | 99.24% | 99.24% |
06.05.2024 | 0.33% | 3.01 CHF | 3.02 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 226'031 CHF | 226'781 CHF | 99.22% | 99.22% |
03.05.2024 | 0.33% | 3.02 CHF | 3.03 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 225'333 CHF | 226'083 CHF | 99.38% | 99.38% |
02.05.2024 | 0.33% | 3.00 CHF | 3.01 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 224'510 CHF | 225'260 CHF | 99.38% | 99.38% |