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 | 0.19% | 5.38 CHF | 5.39 CHF | 20'000 | 20'000 | 19'810 | 19'810 | 107'372 CHF | 107'570 CHF | 96.97% | 96.97% |
15.05.2024 | 0.22% | 4.60 CHF | 4.61 CHF | 21'000 | 21'000 | 20'803 | 20'803 | 94'022 CHF | 94'231 CHF | 99.97% | 99.97% |
14.05.2024 | 0.24% | 4.25 CHF | 4.26 CHF | 21'000 | 21'000 | 21'138 | 21'138 | 88'026 CHF | 88'238 CHF | 98.91% | 98.91% |
13.05.2024 | 0.22% | 4.62 CHF | 4.63 CHF | 21'000 | 21'000 | 20'803 | 20'803 | 93'700 CHF | 93'909 CHF | 99.99% | 99.99% |
10.05.2024 | 0.23% | 4.38 CHF | 4.39 CHF | 21'000 | 21'000 | 20'803 | 20'803 | 92'285 CHF | 92'494 CHF | 100.00% | 100.00% |
08.05.2024 | 0.25% | 4.06 CHF | 4.07 CHF | 21'000 | 21'000 | 21'309 | 21'309 | 86'560 CHF | 86'773 CHF | 99.78% | 99.78% |
07.05.2024 | 0.26% | 4.03 CHF | 4.04 CHF | 22'000 | 22'000 | 21'793 | 21'793 | 84'745 CHF | 84'963 CHF | 100.00% | 100.00% |
06.05.2024 | 0.27% | 3.77 CHF | 3.78 CHF | 22'000 | 22'000 | 21'718 | 21'718 | 80'666 CHF | 80'884 CHF | 95.33% | 98.86% |
03.05.2024 | 0.29% | 3.58 CHF | 3.59 CHF | 22'000 | 22'000 | 21'774 | 21'774 | 74'976 CHF | 75'194 CHF | 97.90% | 97.90% |
02.05.2024 | 0.27% | 3.28 CHF | 3.29 CHF | 22'000 | 22'000 | 21'793 | 21'793 | 81'120 CHF | 81'338 CHF | 99.81% | 99.81% |