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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.66% | 3.34 CHF | 3.36 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 166'038 CHF | 167'141 CHF | 94.87% | 94.87% |
16.05.2024 | 0.65% | 3.35 CHF | 3.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 171'096 CHF | 172'206 CHF | 84.78% | 84.78% |
15.05.2024 | 0.64% | 3.45 CHF | 3.47 CHF | 50'000 | 50'000 | 49'724 | 49'724 | 167'721 CHF | 168'796 CHF | 86.75% | 86.75% |
14.05.2024 | 0.97% | 3.33 CHF | 3.36 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 81'825 CHF | 82'622 CHF | 94.60% | 94.60% |
13.05.2024 | 0.95% | 3.32 CHF | 3.35 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 83'386 CHF | 84'186 CHF | 65.67% | 65.67% |
10.05.2024 | 0.76% | 3.64 CHF | 3.67 CHF | 25'000 | 25'000 | 34'826 | 34'826 | 126'378 CHF | 127'288 CHF | 83.34% | 83.34% |
08.05.2024 | 0.63% | 3.46 CHF | 3.49 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 174'079 CHF | 175'179 CHF | 99.43% | 99.43% |
07.05.2024 | 0.64% | 3.43 CHF | 3.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 169'874 CHF | 170'972 CHF | 96.12% | 96.12% |
06.05.2024 | 0.67% | 3.40 CHF | 3.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 168'313 CHF | 169'437 CHF | 97.81% | 97.81% |
03.05.2024 | 0.66% | 3.32 CHF | 3.34 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 164'221 CHF | 165'309 CHF | 91.55% | 91.55% |