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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.28% | 3.64 CHF | 3.65 CHF | 71'000 | 71'000 | 71'844 | 71'844 | 256'696 CHF | 257'414 CHF | 100.00% | 100.00% |
16.05.2024 | 0.27% | 3.68 CHF | 3.69 CHF | 71'000 | 71'000 | 70'916 | 70'916 | 262'261 CHF | 262'971 CHF | 100.00% | 100.00% |
15.05.2024 | 0.28% | 3.57 CHF | 3.58 CHF | 72'000 | 72'000 | 72'122 | 72'122 | 254'779 CHF | 255'502 CHF | 100.00% | 100.00% |
14.05.2024 | 0.28% | 3.47 CHF | 3.48 CHF | 73'000 | 73'000 | 72'228 | 72'228 | 255'108 CHF | 255'830 CHF | 99.98% | 99.98% |
13.05.2024 | 0.27% | 3.61 CHF | 3.62 CHF | 72'000 | 72'000 | 71'606 | 71'606 | 260'313 CHF | 261'029 CHF | 100.00% | 100.00% |
10.05.2024 | 0.27% | 3.70 CHF | 3.71 CHF | 71'000 | 71'000 | 71'447 | 71'447 | 261'513 CHF | 262'227 CHF | 100.00% | 100.00% |
08.05.2024 | 0.28% | 3.53 CHF | 3.54 CHF | 73'000 | 73'000 | 72'359 | 72'359 | 256'321 CHF | 257'045 CHF | 99.06% | 99.06% |
07.05.2024 | 0.28% | 3.60 CHF | 3.61 CHF | 72'000 | 72'000 | 72'063 | 72'063 | 258'210 CHF | 258'931 CHF | 99.66% | 99.66% |
06.05.2024 | 0.29% | 3.53 CHF | 3.54 CHF | 73'000 | 73'000 | 73'293 | 73'293 | 254'471 CHF | 255'204 CHF | 100.00% | 100.00% |
03.05.2024 | 0.30% | 3.40 CHF | 3.41 CHF | 74'000 | 74'000 | 74'660 | 74'660 | 248'325 CHF | 249'072 CHF | 99.96% | 99.96% |