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 | 0.36% | 3.37 CHF | 3.38 CHF | 50'000 | 50'000 | 30'432 | 30'432 | 102'268 CHF | 102'624 CHF | 99.68% | 99.68% |
15.05.2024 | 0.36% | 3.38 CHF | 3.39 CHF | 50'000 | 50'000 | 30'433 | 30'433 | 102'570 CHF | 102'927 CHF | 99.67% | 99.67% |
14.05.2024 | 0.35% | 3.41 CHF | 3.42 CHF | 50'000 | 50'000 | 30'433 | 30'433 | 103'470 CHF | 103'827 CHF | 99.69% | 99.69% |
13.05.2024 | 0.37% | 3.30 CHF | 3.31 CHF | 50'000 | 50'000 | 30'433 | 30'433 | 100'135 CHF | 100'491 CHF | 99.68% | 99.68% |
10.05.2024 | 0.36% | 3.26 CHF | 3.27 CHF | 50'000 | 50'000 | 30'327 | 30'327 | 101'991 CHF | 102'348 CHF | 98.61% | 98.61% |
08.05.2024 | 0.38% | 3.40 CHF | 3.41 CHF | 50'000 | 50'000 | 30'433 | 30'433 | 98'562 CHF | 98'919 CHF | 99.69% | 99.69% |
07.05.2024 | 0.40% | 3.18 CHF | 3.19 CHF | 50'000 | 50'000 | 30'458 | 30'458 | 92'761 CHF | 93'118 CHF | 99.22% | 99.22% |
06.05.2024 | 0.44% | 2.94 CHF | 2.95 CHF | 50'000 | 50'000 | 30'432 | 30'432 | 84'834 CHF | 85'191 CHF | 99.68% | 99.68% |
03.05.2024 | 0.48% | 2.64 CHF | 2.65 CHF | 50'000 | 50'000 | 33'119 | 30'369 | 83'855 CHF | 77'414 CHF | 99.35% | 99.35% |
02.05.2024 | 0.52% | 2.46 CHF | 2.47 CHF | 50'000 | 50'000 | 34'346 | 30'432 | 79'994 CHF | 71'356 CHF | 99.68% | 99.68% |