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 | 0.77% | 3.87 CHF | 3.90 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 77'846 CHF | 78'446 CHF | 99.39% | 99.39% |
15.05.2024 | 0.71% | 4.15 CHF | 4.18 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 84'573 CHF | 85'173 CHF | 99.53% | 99.53% |
14.05.2024 | 0.50% | 4.14 CHF | 4.16 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 79'792 CHF | 80'192 CHF | 99.40% | 99.40% |
13.05.2024 | 0.51% | 3.87 CHF | 3.89 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 78'742 CHF | 79'142 CHF | 99.57% | 99.57% |
10.05.2024 | 0.50% | 3.92 CHF | 3.94 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 79'405 CHF | 79'805 CHF | 98.18% | 98.18% |
08.05.2024 | 0.73% | 4.05 CHF | 4.08 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 81'633 CHF | 82'233 CHF | 98.51% | 98.51% |
07.05.2024 | 0.49% | 4.12 CHF | 4.14 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 80'824 CHF | 81'224 CHF | 95.44% | 95.44% |
06.05.2024 | 0.57% | 3.66 CHF | 3.68 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 70'075 CHF | 70'475 CHF | 99.57% | 99.57% |
03.05.2024 | 0.61% | 3.22 CHF | 3.24 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 65'096 CHF | 65'496 CHF | 80.77% | 80.77% |
02.05.2024 | 0.64% | 3.09 CHF | 3.11 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 62'192 CHF | 62'592 CHF | 96.93% | 96.93% |