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 | 1.01% | 3.40 CHF | 3.42 CHF | 30'000 | 30'000 | 22'170 | 11'208 | 77'373 CHF | 38'950 CHF | 99.60% | 99.60% |
22.05.2024 | 0.97% | 3.66 CHF | 3.68 CHF | 30'000 | 30'000 | 22'219 | 11'325 | 81'155 CHF | 41'844 CHF | 97.50% | 97.50% |
21.05.2024 | 1.00% | 3.68 CHF | 3.70 CHF | 30'000 | 30'000 | 22'171 | 11'211 | 79'097 CHF | 40'656 CHF | 99.62% | 99.62% |
17.05.2024 | 1.04% | 3.44 CHF | 3.46 CHF | 30'000 | 30'000 | 22'171 | 11'210 | 76'111 CHF | 38'932 CHF | 99.61% | 99.61% |
16.05.2024 | 1.03% | 3.44 CHF | 3.46 CHF | 30'000 | 30'000 | 22'175 | 11'219 | 76'386 CHF | 39'115 CHF | 99.38% | 99.38% |
15.05.2024 | 1.10% | 3.43 CHF | 3.45 CHF | 30'000 | 30'000 | 22'171 | 11'211 | 72'135 CHF | 37'332 CHF | 99.62% | 99.62% |
14.05.2024 | 1.12% | 3.19 CHF | 3.21 CHF | 30'000 | 30'000 | 22'171 | 11'211 | 70'274 CHF | 35'957 CHF | 99.58% | 99.58% |
13.05.2024 | 1.17% | 3.11 CHF | 3.13 CHF | 30'000 | 30'000 | 22'170 | 11'209 | 67'204 CHF | 34'485 CHF | 99.60% | 99.60% |
10.05.2024 | 1.18% | 2.86 CHF | 2.88 CHF | 30'000 | 30'000 | 22'132 | 11'116 | 66'113 CHF | 33'171 CHF | 98.58% | 98.58% |
08.05.2024 | 1.24% | 2.82 CHF | 2.84 CHF | 30'000 | 30'000 | 22'171 | 11'210 | 63'102 CHF | 32'041 CHF | 99.61% | 99.61% |