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 | 0.26% | 3.81 CHF | 3.82 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 96'976 CHF | 97'226 CHF | 100.00% | 100.00% |
15.05.2024 | 0.26% | 3.95 CHF | 3.96 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 97'135 CHF | 97'385 CHF | 100.00% | 100.00% |
14.05.2024 | 0.26% | 3.87 CHF | 3.88 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 95'870 CHF | 96'120 CHF | 92.24% | 92.24% |
13.05.2024 | 0.26% | 3.85 CHF | 3.86 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 95'878 CHF | 96'128 CHF | 100.00% | 100.00% |
10.05.2024 | 0.26% | 3.82 CHF | 3.83 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 96'548 CHF | 96'798 CHF | 100.00% | 100.00% |
08.05.2024 | 0.28% | 3.61 CHF | 3.62 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 90'132 CHF | 90'382 CHF | 100.00% | 100.00% |
07.05.2024 | 0.30% | 3.50 CHF | 3.51 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 84'566 CHF | 84'816 CHF | 100.00% | 100.00% |
06.05.2024 | 0.31% | 3.24 CHF | 3.25 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 80'472 CHF | 80'722 CHF | 100.00% | 100.00% |
03.05.2024 | 0.32% | 3.07 CHF | 3.08 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 77'277 CHF | 77'527 CHF | 97.00% | 97.00% |
02.05.2024 | 0.33% | 3.03 CHF | 3.04 CHF | 25'000 | 25'000 | 28'360 | 28'360 | 86'241 CHF | 86'525 CHF | 100.00% | 100.00% |