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 | 0.39% | 3.09 CHF | 3.10 CHF | 50'000 | 50'000 | 30'432 | 30'432 | 93'845 CHF | 94'201 CHF | 99.69% | 99.69% |
15.05.2024 | 0.39% | 3.10 CHF | 3.11 CHF | 50'000 | 50'000 | 30'435 | 30'435 | 94'162 CHF | 94'519 CHF | 99.64% | 99.64% |
14.05.2024 | 0.39% | 3.13 CHF | 3.14 CHF | 50'000 | 50'000 | 30'433 | 30'433 | 95'030 CHF | 95'386 CHF | 99.69% | 99.69% |
13.05.2024 | 0.40% | 3.02 CHF | 3.03 CHF | 50'000 | 50'000 | 30'433 | 30'433 | 91'694 CHF | 92'050 CHF | 99.68% | 99.68% |
10.05.2024 | 0.39% | 2.99 CHF | 3.00 CHF | 50'000 | 50'000 | 30'327 | 30'327 | 93'591 CHF | 93'948 CHF | 98.61% | 98.61% |
08.05.2024 | 0.41% | 3.12 CHF | 3.13 CHF | 50'000 | 50'000 | 30'433 | 30'433 | 90'108 CHF | 90'465 CHF | 99.69% | 99.69% |
07.05.2024 | 0.44% | 2.90 CHF | 2.91 CHF | 50'000 | 50'000 | 30'458 | 30'458 | 84'313 CHF | 84'669 CHF | 99.22% | 99.22% |
06.05.2024 | 0.49% | 2.66 CHF | 2.67 CHF | 50'000 | 50'000 | 33'943 | 30'432 | 85'070 CHF | 76'794 CHF | 99.69% | 99.69% |
03.05.2024 | 0.54% | 2.37 CHF | 2.38 CHF | 50'000 | 50'000 | 34'339 | 30'423 | 77'457 CHF | 69'166 CHF | 99.64% | 99.64% |
02.05.2024 | 0.59% | 2.18 CHF | 2.19 CHF | 50'000 | 50'000 | 34'305 | 30'381 | 70'323 CHF | 62'754 CHF | 99.42% | 99.42% |