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 | 0.30% | 3.37 CHF | 3.38 CHF | 20'000 | 20'000 | 20'000 | 8'932 | 67'360 CHF | 30'213 CHF | 99.59% | 99.59% |
15.05.2024 | 0.31% | 3.32 CHF | 3.33 CHF | 20'000 | 20'000 | 20'000 | 8'966 | 65'041 CHF | 29'392 CHF | 98.42% | 98.42% |
14.05.2024 | 0.31% | 3.21 CHF | 3.22 CHF | 20'000 | 20'000 | 20'000 | 8'993 | 63'946 CHF | 28'834 CHF | 97.76% | 97.76% |
13.05.2024 | 0.31% | 3.20 CHF | 3.21 CHF | 20'000 | 20'000 | 20'000 | 9'017 | 65'074 CHF | 29'190 CHF | 97.67% | 97.67% |
10.05.2024 | 0.31% | 3.19 CHF | 3.20 CHF | 20'000 | 20'000 | 20'000 | 8'880 | 63'989 CHF | 28'503 CHF | 98.56% | 98.56% |
08.05.2024 | 0.32% | 3.17 CHF | 3.18 CHF | 20'000 | 20'000 | 20'000 | 8'940 | 62'848 CHF | 28'174 CHF | 99.29% | 99.29% |
07.05.2024 | 0.31% | 3.18 CHF | 3.19 CHF | 20'000 | 20'000 | 20'000 | 8'933 | 63'769 CHF | 28'547 CHF | 99.55% | 99.55% |
06.05.2024 | 0.32% | 3.12 CHF | 3.13 CHF | 20'000 | 20'000 | 20'000 | 8'937 | 61'906 CHF | 27'753 CHF | 99.56% | 99.56% |
03.05.2024 | 0.34% | 3.04 CHF | 3.05 CHF | 20'000 | 20'000 | 20'000 | 8'939 | 59'423 CHF | 26'878 CHF | 99.42% | 99.42% |
02.05.2024 | 0.34% | 2.93 CHF | 2.94 CHF | 20'000 | 20'000 | 20'000 | 8'929 | 58'728 CHF | 26'244 CHF | 99.53% | 99.53% |