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 | 0.33% | 2.99 CHF | 3.00 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 74'601 CHF | 74'851 CHF | 99.07% | 99.07% |
15.05.2024 | 0.32% | 2.93 CHF | 2.94 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 77'337 CHF | 77'587 CHF | 99.03% | 99.03% |
14.05.2024 | 0.33% | 3.13 CHF | 3.14 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 76'769 CHF | 77'019 CHF | 98.72% | 98.72% |
13.05.2024 | 0.38% | 2.89 CHF | 2.90 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 65'758 CHF | 66'008 CHF | 98.57% | 98.57% |
10.05.2024 | 0.45% | 2.45 CHF | 2.46 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 55'551 CHF | 55'801 CHF | 92.72% | 92.72% |
08.05.2024 | 0.39% | 2.58 CHF | 2.59 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 63'432 CHF | 63'682 CHF | 99.16% | 99.16% |
07.05.2024 | 0.39% | 2.58 CHF | 2.59 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 63'954 CHF | 64'204 CHF | 97.77% | 97.77% |
06.05.2024 | 0.44% | 2.48 CHF | 2.49 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 57'167 CHF | 57'417 CHF | 98.22% | 98.22% |
03.05.2024 | 0.48% | 2.19 CHF | 2.20 CHF | 25'000 | 25'000 | 25'043 | 25'043 | 51'762 CHF | 52'012 CHF | 98.75% | 98.75% |
02.05.2024 | 0.51% | 1.99 CHF | 2.00 CHF | 50'000 | 50'000 | 49'166 | 49'166 | 96'041 CHF | 96'533 CHF | 98.72% | 98.72% |