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 | 1.39% | 3.54 CHF | 3.59 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 107'311 CHF | 108'811 CHF | 99.53% | 99.53% |
15.05.2024 | 1.26% | 3.83 CHF | 3.88 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 118'183 CHF | 119'683 CHF | 99.52% | 99.52% |
14.05.2024 | 1.31% | 3.87 CHF | 3.92 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 113'983 CHF | 115'483 CHF | 98.29% | 98.29% |
13.05.2024 | 1.43% | 3.60 CHF | 3.65 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 104'222 CHF | 105'722 CHF | 99.53% | 99.53% |
10.05.2024 | 1.41% | 3.57 CHF | 3.62 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 105'600 CHF | 107'100 CHF | 98.17% | 98.17% |
08.05.2024 | 1.35% | 3.55 CHF | 3.60 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 110'440 CHF | 111'940 CHF | 97.51% | 97.51% |
07.05.2024 | 1.30% | 3.93 CHF | 3.98 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 114'941 CHF | 116'441 CHF | 97.83% | 97.83% |
06.05.2024 | 1.34% | 3.66 CHF | 3.71 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 184'714 CHF | 187'214 CHF | 99.18% | 99.18% |
03.05.2024 | 1.43% | 3.47 CHF | 3.52 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 173'129 CHF | 175'629 CHF | 99.34% | 99.34% |
02.05.2024 | 1.47% | 3.37 CHF | 3.42 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 169'034 CHF | 171'534 CHF | 95.37% | 95.37% |