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% | 3.84 CHF | 3.85 CHF | 130'000 | 130'000 | 71'554 | 71'554 | 274'935 CHF | 275'653 CHF | 100.00% | 100.00% |
15.05.2024 | 0.27% | 3.79 CHF | 3.80 CHF | 130'000 | 130'000 | 73'245 | 73'245 | 273'479 CHF | 274'214 CHF | 100.00% | 100.00% |
14.05.2024 | 0.28% | 3.69 CHF | 3.70 CHF | 135'000 | 135'000 | 74'549 | 74'549 | 273'466 CHF | 274'213 CHF | 99.87% | 99.87% |
13.05.2024 | 0.27% | 3.67 CHF | 3.68 CHF | 135'000 | 135'000 | 72'763 | 72'763 | 269'845 CHF | 270'574 CHF | 100.00% | 100.00% |
10.05.2024 | 0.28% | 3.66 CHF | 3.67 CHF | 135'000 | 135'000 | 74'560 | 74'560 | 273'733 CHF | 274'480 CHF | 100.00% | 100.00% |
08.05.2024 | 0.28% | 3.64 CHF | 3.65 CHF | 135'000 | 135'000 | 73'994 | 73'994 | 267'342 CHF | 268'083 CHF | 99.14% | 99.14% |
07.05.2024 | 0.28% | 3.65 CHF | 3.66 CHF | 135'000 | 135'000 | 74'481 | 74'481 | 272'416 CHF | 273'162 CHF | 100.00% | 100.00% |
06.05.2024 | 0.29% | 3.59 CHF | 3.60 CHF | 135'000 | 135'000 | 74'546 | 74'546 | 265'821 CHF | 266'567 CHF | 100.00% | 100.00% |
03.05.2024 | 0.30% | 3.51 CHF | 3.52 CHF | 135'000 | 135'000 | 75'993 | 75'993 | 262'693 CHF | 263'454 CHF | 99.97% | 99.97% |
02.05.2024 | 0.30% | 3.40 CHF | 3.41 CHF | 140'000 | 140'000 | 76'855 | 76'855 | 261'612 CHF | 262'382 CHF | 100.00% | 100.00% |