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 | 0.46% | 3.81 CHF | 3.83 CHF | 15'000 | 15'000 | 15'089 | 15'089 | 67'075 CHF | 67'381 CHF | 99.02% | 99.02% |
15.05.2024 | 0.30% | 6.28 CHF | 6.30 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 92'363 CHF | 92'636 CHF | 99.50% | 99.50% |
14.05.2024 | 0.32% | 5.94 CHF | 5.96 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 90'654 CHF | 90'948 CHF | 99.55% | 99.55% |
13.05.2024 | 0.31% | 6.47 CHF | 6.49 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 96'976 CHF | 97'274 CHF | 99.56% | 99.56% |
10.05.2024 | 0.28% | 6.46 CHF | 6.48 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 94'933 CHF | 95'201 CHF | 99.51% | 99.51% |
08.05.2024 | 0.30% | 5.24 CHF | 5.25 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 79'598 CHF | 79'837 CHF | 99.53% | 99.53% |
07.05.2024 | 0.33% | 5.12 CHF | 5.13 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 93'399 CHF | 93'709 CHF | 99.48% | 99.48% |
06.05.2024 | 0.31% | 4.86 CHF | 4.88 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 96'026 CHF | 96'326 CHF | 99.50% | 99.50% |
03.05.2024 | 0.31% | 4.57 CHF | 4.59 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 89'472 CHF | 89'750 CHF | 99.54% | 99.54% |
02.05.2024 | 0.33% | 4.33 CHF | 4.34 CHF | 20'000 | 20'000 | 16'759 | 16'759 | 71'948 CHF | 72'185 CHF | 99.42% | 99.42% |