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 | 0.26% | 3.91 CHF | 3.92 CHF | 20'000 | 25'000 | 20'000 | 25'000 | 77'954 CHF | 97'692 CHF | 99.26% | 99.26% |
15.05.2024 | 0.27% | 3.69 CHF | 3.70 CHF | 20'000 | 25'000 | 20'000 | 25'000 | 74'336 CHF | 93'170 CHF | 99.39% | 99.39% |
14.05.2024 | 0.27% | 3.70 CHF | 3.71 CHF | 20'000 | 25'000 | 20'000 | 25'000 | 73'102 CHF | 91'627 CHF | 99.16% | 99.16% |
13.05.2024 | 0.26% | 3.74 CHF | 3.75 CHF | 20'000 | 25'000 | 20'000 | 25'000 | 75'671 CHF | 94'839 CHF | 99.38% | 99.38% |
10.05.2024 | 0.26% | 3.90 CHF | 3.91 CHF | 20'000 | 25'000 | 20'000 | 25'000 | 76'990 CHF | 96'487 CHF | 96.01% | 96.01% |
08.05.2024 | 0.30% | 3.35 CHF | 3.36 CHF | 20'000 | 25'000 | 20'000 | 25'000 | 65'815 CHF | 82'519 CHF | 99.39% | 99.39% |
07.05.2024 | 0.34% | 3.02 CHF | 3.03 CHF | 20'000 | 25'000 | 20'000 | 25'000 | 58'842 CHF | 73'802 CHF | 99.24% | 99.24% |
06.05.2024 | 0.36% | 2.89 CHF | 2.90 CHF | 20'000 | 25'000 | 20'000 | 25'000 | 56'054 CHF | 70'317 CHF | 99.22% | 99.22% |
03.05.2024 | 0.37% | 2.63 CHF | 2.64 CHF | 20'000 | 25'000 | 20'000 | 25'000 | 54'570 CHF | 68'463 CHF | 99.39% | 99.39% |
02.05.2024 | 0.35% | 2.83 CHF | 2.84 CHF | 20'000 | 25'000 | 20'000 | 25'000 | 57'678 CHF | 72'347 CHF | 99.39% | 99.39% |