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 | 0.30% | 3.30 CHF | 3.31 CHF | 20'000 | 10'000 | 20'000 | 6'097 | 66'762 CHF | 20'397 CHF | 99.02% | 99.02% |
15.05.2024 | 0.29% | 3.55 CHF | 3.56 CHF | 20'000 | 10'000 | 19'508 | 6'003 | 75'341 CHF | 23'036 CHF | 98.05% | 98.05% |
14.05.2024 | 0.24% | 4.11 CHF | 4.12 CHF | 20'000 | 10'000 | 20'000 | 6'110 | 83'420 CHF | 25'505 CHF | 97.90% | 97.90% |
13.05.2024 | 0.24% | 4.14 CHF | 4.15 CHF | 20'000 | 10'000 | 20'000 | 6'086 | 81'994 CHF | 25'037 CHF | 100.00% | 100.00% |
10.05.2024 | 0.24% | 4.23 CHF | 4.24 CHF | 20'000 | 10'000 | 20'000 | 6'065 | 82'271 CHF | 25'041 CHF | 98.68% | 98.68% |
08.05.2024 | 0.22% | 4.54 CHF | 4.55 CHF | 20'000 | 10'000 | 20'000 | 6'085 | 91'291 CHF | 27'845 CHF | 99.99% | 99.99% |
07.05.2024 | 0.22% | 4.42 CHF | 4.43 CHF | 20'000 | 10'000 | 20'000 | 6'085 | 90'636 CHF | 27'572 CHF | 99.99% | 99.99% |
06.05.2024 | 0.21% | 4.77 CHF | 4.78 CHF | 20'000 | 10'000 | 20'000 | 6'085 | 97'073 CHF | 29'487 CHF | 99.99% | 99.99% |
03.05.2024 | 0.19% | 5.24 CHF | 5.25 CHF | 10'000 | 10'000 | 10'139 | 6'110 | 54'150 CHF | 32'496 CHF | 97.42% | 97.42% |
02.05.2024 | 0.17% | 5.84 CHF | 5.85 CHF | 10'000 | 10'000 | 10'000 | 6'088 | 58'038 CHF | 35'538 CHF | 99.45% | 99.45% |