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 | 0.66% | 3.04 CHF | 3.06 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 90'398 CHF | 90'998 CHF | 99.52% | 99.52% |
15.05.2024 | 0.69% | 2.97 CHF | 2.99 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 86'772 CHF | 87'372 CHF | 95.21% | 95.21% |
14.05.2024 | 0.69% | 2.82 CHF | 2.84 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 86'281 CHF | 86'881 CHF | 85.11% | 85.11% |
13.05.2024 | 0.62% | 3.17 CHF | 3.19 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 96'631 CHF | 97'231 CHF | 99.06% | 99.06% |
10.05.2024 | 0.59% | 3.41 CHF | 3.43 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 100'776 CHF | 101'376 CHF | 98.16% | 98.16% |
08.05.2024 | 0.59% | 3.37 CHF | 3.39 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 102'029 CHF | 102'629 CHF | 93.48% | 93.48% |
07.05.2024 | 0.61% | 3.25 CHF | 3.27 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 98'525 CHF | 99'125 CHF | 99.52% | 99.52% |
06.05.2024 | 0.59% | 3.37 CHF | 3.39 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 67'266 CHF | 67'666 CHF | 99.54% | 99.54% |
03.05.2024 | 0.86% | 3.50 CHF | 3.53 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 69'851 CHF | 70'451 CHF | 98.77% | 98.77% |
02.05.2024 | 0.82% | 3.60 CHF | 3.63 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 72'458 CHF | 73'058 CHF | 92.82% | 92.82% |