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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 0.57% | 3.01 CHF | 3.02 CHF | 50'000 | 50'000 | 26'452 | 18'602 | 81'097 CHF | 56'952 CHF | 99.36% | 99.36% |
22.05.2024 | 0.56% | 3.19 CHF | 3.20 CHF | 50'000 | 50'000 | 26'657 | 18'876 | 85'171 CHF | 60'682 CHF | 97.51% | 97.51% |
21.05.2024 | 0.57% | 3.20 CHF | 3.21 CHF | 50'000 | 50'000 | 26'514 | 18'685 | 83'169 CHF | 59'112 CHF | 99.61% | 99.61% |
17.05.2024 | 0.59% | 3.03 CHF | 3.04 CHF | 50'000 | 50'000 | 26'513 | 18'684 | 80'499 CHF | 57'075 CHF | 99.63% | 99.63% |
16.05.2024 | 0.59% | 3.03 CHF | 3.04 CHF | 50'000 | 50'000 | 26'523 | 18'697 | 80'651 CHF | 57'223 CHF | 99.42% | 99.42% |
15.05.2024 | 0.62% | 3.03 CHF | 3.04 CHF | 50'000 | 50'000 | 26'514 | 18'686 | 77'315 CHF | 55'126 CHF | 99.63% | 99.63% |
14.05.2024 | 0.63% | 2.86 CHF | 2.87 CHF | 50'000 | 50'000 | 26'514 | 18'685 | 75'456 CHF | 53'507 CHF | 99.61% | 99.61% |
13.05.2024 | 0.65% | 2.80 CHF | 2.81 CHF | 50'000 | 50'000 | 26'514 | 18'685 | 72'829 CHF | 51'721 CHF | 99.62% | 99.62% |
10.05.2024 | 0.65% | 2.61 CHF | 2.62 CHF | 50'000 | 50'000 | 26'395 | 18'527 | 71'273 CHF | 50'029 CHF | 98.58% | 98.58% |
08.05.2024 | 0.68% | 2.58 CHF | 2.59 CHF | 50'000 | 50'000 | 26'513 | 18'684 | 68'995 CHF | 48'747 CHF | 99.62% | 99.62% |