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 | 0.34% | 2.96 CHF | 2.97 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 88'282 CHF | 88'582 CHF | 98.72% | 98.72% |
15.05.2024 | 0.36% | 2.81 CHF | 2.82 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 82'713 CHF | 83'013 CHF | 99.49% | 99.49% |
14.05.2024 | 0.69% | 2.80 CHF | 2.82 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 86'758 CHF | 87'358 CHF | 99.53% | 99.53% |
13.05.2024 | 0.34% | 2.97 CHF | 2.98 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 87'667 CHF | 87'967 CHF | 99.57% | 99.57% |
10.05.2024 | 0.34% | 2.93 CHF | 2.94 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 87'030 CHF | 87'330 CHF | 98.19% | 98.19% |
08.05.2024 | 0.35% | 2.85 CHF | 2.86 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 85'019 CHF | 85'319 CHF | 98.51% | 98.51% |
07.05.2024 | 0.69% | 2.82 CHF | 2.84 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 86'156 CHF | 86'756 CHF | 95.44% | 95.44% |
06.05.2024 | 0.61% | 3.13 CHF | 3.15 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 97'652 CHF | 98'252 CHF | 99.57% | 99.57% |
03.05.2024 | 0.58% | 3.50 CHF | 3.52 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 69'339 CHF | 69'739 CHF | 80.62% | 80.62% |
02.05.2024 | 0.55% | 3.63 CHF | 3.65 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 72'348 CHF | 72'748 CHF | 96.94% | 96.94% |