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 | 0.28% | 3.55 CHF | 3.56 CHF | 20'000 | 20'000 | 20'000 | 8'934 | 71'059 CHF | 31'875 CHF | 99.55% | 99.55% |
15.05.2024 | 0.29% | 3.51 CHF | 3.52 CHF | 20'000 | 20'000 | 20'000 | 8'968 | 68'746 CHF | 31'063 CHF | 98.46% | 98.46% |
14.05.2024 | 0.30% | 3.40 CHF | 3.41 CHF | 20'000 | 20'000 | 20'000 | 8'988 | 67'661 CHF | 30'487 CHF | 97.72% | 97.72% |
13.05.2024 | 0.29% | 3.38 CHF | 3.39 CHF | 20'000 | 20'000 | 20'000 | 9'011 | 68'783 CHF | 30'844 CHF | 97.67% | 97.67% |
10.05.2024 | 0.29% | 3.38 CHF | 3.39 CHF | 20'000 | 20'000 | 20'000 | 8'880 | 67'697 CHF | 30'148 CHF | 98.57% | 98.57% |
08.05.2024 | 0.30% | 3.35 CHF | 3.36 CHF | 20'000 | 20'000 | 20'000 | 8'946 | 66'561 CHF | 29'851 CHF | 99.30% | 99.30% |
07.05.2024 | 0.30% | 3.36 CHF | 3.37 CHF | 20'000 | 20'000 | 20'000 | 8'936 | 67'476 CHF | 30'213 CHF | 99.51% | 99.51% |
06.05.2024 | 0.30% | 3.31 CHF | 3.32 CHF | 20'000 | 20'000 | 20'000 | 8'933 | 65'603 CHF | 29'391 CHF | 99.56% | 99.56% |
03.05.2024 | 0.32% | 3.22 CHF | 3.23 CHF | 20'000 | 20'000 | 20'000 | 8'935 | 63'123 CHF | 28'518 CHF | 99.34% | 99.34% |
02.05.2024 | 0.32% | 3.12 CHF | 3.13 CHF | 20'000 | 20'000 | 20'000 | 8'936 | 62'452 CHF | 27'931 CHF | 99.53% | 99.53% |