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 | 0.75% | 4.20 CHF | 4.23 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 101'758 CHF | 102'529 CHF | 96.74% | 96.74% |
15.05.2024 | 0.77% | 4.14 CHF | 4.18 CHF | 25'000 | 25'000 | 24'946 | 24'946 | 100'708 CHF | 101'482 CHF | 89.53% | 89.53% |
14.05.2024 | 0.75% | 4.09 CHF | 4.12 CHF | 25'000 | 25'000 | 24'829 | 24'829 | 100'841 CHF | 101'603 CHF | 93.33% | 93.33% |
13.05.2024 | 0.77% | 3.95 CHF | 3.98 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 99'596 CHF | 100'371 CHF | 90.10% | 90.10% |
10.05.2024 | 0.76% | 4.00 CHF | 4.03 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 100'393 CHF | 101'160 CHF | 91.95% | 91.95% |
08.05.2024 | 0.81% | 3.80 CHF | 3.83 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 93'969 CHF | 94'730 CHF | 98.66% | 98.66% |
07.05.2024 | 0.81% | 3.78 CHF | 3.81 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 92'446 CHF | 93'198 CHF | 98.39% | 98.39% |
06.05.2024 | 0.81% | 3.69 CHF | 3.72 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 93'032 CHF | 93'792 CHF | 100.00% | 100.00% |
03.05.2024 | 0.82% | 3.66 CHF | 3.68 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 90'562 CHF | 91'305 CHF | 97.30% | 97.30% |
02.05.2024 | 0.87% | 3.34 CHF | 3.37 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 84'662 CHF | 85'403 CHF | 98.90% | 98.90% |