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 | 0.27% | 3.73 CHF | 3.74 CHF | 50'000 | 50'000 | 49'475 | 49'475 | 185'543 CHF | 186'038 CHF | 100.00% | 100.00% |
15.05.2024 | 0.31% | 3.28 CHF | 3.29 CHF | 50'000 | 50'000 | 57'577 | 57'577 | 186'181 CHF | 186'757 CHF | 100.00% | 100.00% |
14.05.2024 | 0.33% | 3.08 CHF | 3.09 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 151'674 CHF | 152'174 CHF | 100.00% | 100.00% |
13.05.2024 | 0.31% | 3.29 CHF | 3.30 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 161'426 CHF | 161'926 CHF | 100.00% | 100.00% |
10.05.2024 | 0.31% | 3.16 CHF | 3.17 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 191'461 CHF | 192'061 CHF | 100.00% | 100.00% |
08.05.2024 | 0.33% | 2.98 CHF | 2.99 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 179'333 CHF | 179'933 CHF | 100.00% | 100.00% |
07.05.2024 | 0.35% | 2.96 CHF | 2.97 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 173'573 CHF | 174'173 CHF | 100.00% | 100.00% |
06.05.2024 | 0.36% | 2.83 CHF | 2.84 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 168'114 CHF | 168'713 CHF | 100.00% | 100.00% |
03.05.2024 | 0.37% | 2.74 CHF | 2.75 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 160'370 CHF | 160'970 CHF | 100.00% | 100.00% |
02.05.2024 | 0.35% | 2.59 CHF | 2.60 CHF | 60'000 | 60'000 | 53'496 | 53'496 | 150'845 CHF | 151'379 CHF | 100.00% | 100.00% |