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 | 0.29% | 3.42 CHF | 3.43 CHF | 20'000 | 20'000 | 20'000 | 8'931 | 68'338 CHF | 30'649 CHF | 99.58% | 99.58% |
15.05.2024 | 0.30% | 3.37 CHF | 3.38 CHF | 20'000 | 20'000 | 20'000 | 8'964 | 66'021 CHF | 29'826 CHF | 98.39% | 98.39% |
14.05.2024 | 0.31% | 3.26 CHF | 3.27 CHF | 20'000 | 20'000 | 20'000 | 8'991 | 64'929 CHF | 29'271 CHF | 97.73% | 97.73% |
13.05.2024 | 0.30% | 3.24 CHF | 3.25 CHF | 20'000 | 20'000 | 20'000 | 9'016 | 66'055 CHF | 29'629 CHF | 97.67% | 97.67% |
10.05.2024 | 0.31% | 3.24 CHF | 3.25 CHF | 20'000 | 20'000 | 20'000 | 8'880 | 64'969 CHF | 28'939 CHF | 98.55% | 98.55% |
08.05.2024 | 0.31% | 3.22 CHF | 3.23 CHF | 20'000 | 20'000 | 20'000 | 8'941 | 63'830 CHF | 28'614 CHF | 99.29% | 99.29% |
07.05.2024 | 0.31% | 3.23 CHF | 3.24 CHF | 20'000 | 20'000 | 20'000 | 8'932 | 64'749 CHF | 28'984 CHF | 99.53% | 99.53% |
06.05.2024 | 0.32% | 3.17 CHF | 3.18 CHF | 20'000 | 20'000 | 20'000 | 8'937 | 62'883 CHF | 28'190 CHF | 99.56% | 99.56% |
03.05.2024 | 0.33% | 3.09 CHF | 3.10 CHF | 20'000 | 20'000 | 20'000 | 8'939 | 60'401 CHF | 27'315 CHF | 99.41% | 99.41% |
02.05.2024 | 0.33% | 2.98 CHF | 2.99 CHF | 20'000 | 20'000 | 20'000 | 8'930 | 59'713 CHF | 26'689 CHF | 99.53% | 99.53% |