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 | 0.21% | 4.82 CHF | 4.83 CHF | 30'000 | 30'000 | 22'230 | 18'345 | 106'008 CHF | 87'676 CHF | 99.02% | 99.02% |
15.05.2024 | 0.27% | 4.56 CHF | 4.57 CHF | 30'000 | 30'000 | 21'793 | 18'040 | 93'964 CHF | 78'198 CHF | 97.85% | 97.85% |
14.05.2024 | 0.25% | 4.13 CHF | 4.14 CHF | 30'000 | 30'000 | 22'255 | 18'383 | 90'004 CHF | 74'566 CHF | 97.89% | 97.89% |
13.05.2024 | 0.25% | 4.07 CHF | 4.08 CHF | 30'000 | 30'000 | 22'212 | 18'318 | 89'985 CHF | 74'375 CHF | 99.82% | 99.82% |
10.05.2024 | 0.25% | 3.93 CHF | 3.94 CHF | 30'000 | 30'000 | 22'125 | 18'187 | 88'958 CHF | 73'285 CHF | 98.61% | 98.61% |
08.05.2024 | 0.26% | 3.87 CHF | 3.88 CHF | 30'000 | 30'000 | 22'205 | 18'308 | 85'182 CHF | 70'430 CHF | 99.93% | 99.93% |
07.05.2024 | 0.26% | 3.97 CHF | 3.98 CHF | 30'000 | 30'000 | 22'211 | 18'317 | 85'704 CHF | 70'940 CHF | 99.74% | 99.74% |
06.05.2024 | 0.28% | 3.69 CHF | 3.70 CHF | 30'000 | 30'000 | 22'208 | 18'313 | 80'537 CHF | 66'703 CHF | 100.00% | 100.00% |
03.05.2024 | 0.31% | 3.37 CHF | 3.38 CHF | 30'000 | 30'000 | 22'298 | 18'447 | 72'275 CHF | 60'330 CHF | 95.61% | 95.61% |
02.05.2024 | 0.36% | 2.75 CHF | 2.76 CHF | 30'000 | 30'000 | 22'227 | 18'341 | 61'225 CHF | 50'537 CHF | 98.81% | 98.81% |