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 | 0.27% | 3.65 CHF | 3.66 CHF | 20'000 | 20'000 | 20'000 | 8'935 | 72'913 CHF | 32'706 CHF | 99.61% | 99.61% |
15.05.2024 | 0.28% | 3.60 CHF | 3.61 CHF | 20'000 | 20'000 | 20'000 | 8'965 | 70'605 CHF | 31'885 CHF | 98.41% | 98.41% |
14.05.2024 | 0.29% | 3.49 CHF | 3.50 CHF | 20'000 | 20'000 | 20'000 | 8'991 | 69'524 CHF | 31'336 CHF | 97.73% | 97.73% |
13.05.2024 | 0.28% | 3.47 CHF | 3.48 CHF | 20'000 | 20'000 | 20'000 | 9'016 | 70'644 CHF | 31'699 CHF | 97.66% | 97.66% |
10.05.2024 | 0.29% | 3.47 CHF | 3.48 CHF | 20'000 | 20'000 | 20'000 | 8'881 | 69'558 CHF | 30'977 CHF | 98.55% | 98.55% |
08.05.2024 | 0.29% | 3.45 CHF | 3.46 CHF | 20'000 | 20'000 | 20'000 | 8'941 | 68'425 CHF | 30'668 CHF | 99.29% | 99.29% |
07.05.2024 | 0.29% | 3.46 CHF | 3.47 CHF | 20'000 | 20'000 | 20'000 | 8'932 | 69'336 CHF | 31'031 CHF | 99.53% | 99.53% |
06.05.2024 | 0.30% | 3.40 CHF | 3.41 CHF | 20'000 | 20'000 | 20'000 | 8'937 | 67'458 CHF | 30'234 CHF | 99.56% | 99.56% |
03.05.2024 | 0.31% | 3.32 CHF | 3.33 CHF | 20'000 | 20'000 | 20'000 | 8'941 | 64'980 CHF | 29'368 CHF | 99.42% | 99.42% |
02.05.2024 | 0.31% | 3.21 CHF | 3.22 CHF | 20'000 | 20'000 | 20'000 | 8'929 | 64'320 CHF | 28'741 CHF | 99.52% | 99.52% |