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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.81% | 3.73 CHF | 3.76 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 147'123 CHF | 148'323 CHF | 99.93% | 99.93% |
16.05.2024 | 0.77% | 3.74 CHF | 3.77 CHF | 40'000 | 40'000 | 39'939 | 39'939 | 154'642 CHF | 155'842 CHF | 99.17% | 99.17% |
15.05.2024 | 0.79% | 3.93 CHF | 3.96 CHF | 40'000 | 40'000 | 39'928 | 39'928 | 151'388 CHF | 152'588 CHF | 99.88% | 99.88% |
14.05.2024 | 0.83% | 3.71 CHF | 3.74 CHF | 40'000 | 40'000 | 39'982 | 39'982 | 144'302 CHF | 145'502 CHF | 99.72% | 99.72% |
13.05.2024 | 0.79% | 3.69 CHF | 3.72 CHF | 40'000 | 40'000 | 39'998 | 39'998 | 150'537 CHF | 151'737 CHF | 100.00% | 100.00% |
10.05.2024 | 0.70% | 4.30 CHF | 4.33 CHF | 40'000 | 40'000 | 39'974 | 39'974 | 171'237 CHF | 172'437 CHF | 100.00% | 100.00% |
08.05.2024 | 0.75% | 3.94 CHF | 3.97 CHF | 40'000 | 40'000 | 39'999 | 39'999 | 159'099 CHF | 160'299 CHF | 99.00% | 99.00% |
07.05.2024 | 0.79% | 3.87 CHF | 3.90 CHF | 40'000 | 40'000 | 39'950 | 39'950 | 152'259 CHF | 153'459 CHF | 99.73% | 99.73% |
06.05.2024 | 0.80% | 3.82 CHF | 3.85 CHF | 40'000 | 40'000 | 39'999 | 39'999 | 149'938 CHF | 151'138 CHF | 99.99% | 99.99% |
03.05.2024 | 0.83% | 3.66 CHF | 3.69 CHF | 40'000 | 40'000 | 39'998 | 39'998 | 143'603 CHF | 144'803 CHF | 99.68% | 99.68% |