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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 0.28% | 3.49 CHF | 3.50 CHF | 20'000 | 20'000 | 20'000 | 8'940 | 70'214 CHF | 31'406 CHF | 99.45% | 99.45% |
22.05.2024 | 0.29% | 3.49 CHF | 3.50 CHF | 20'000 | 20'000 | 20'000 | 9'005 | 69'523 CHF | 31'437 CHF | 97.65% | 97.65% |
21.05.2024 | 0.29% | 3.43 CHF | 3.44 CHF | 20'000 | 20'000 | 20'000 | 8'936 | 67'805 CHF | 30'461 CHF | 99.63% | 99.63% |
17.05.2024 | 0.30% | 3.25 CHF | 3.26 CHF | 20'000 | 20'000 | 20'000 | 8'951 | 65'997 CHF | 29'495 CHF | 98.97% | 98.97% |
16.05.2024 | 0.30% | 3.31 CHF | 3.32 CHF | 20'000 | 20'000 | 20'000 | 8'936 | 66'249 CHF | 29'729 CHF | 99.63% | 99.63% |
15.05.2024 | 0.31% | 3.27 CHF | 3.28 CHF | 20'000 | 20'000 | 20'000 | 8'966 | 63'928 CHF | 28'893 CHF | 98.42% | 98.42% |
14.05.2024 | 0.32% | 3.16 CHF | 3.17 CHF | 20'000 | 20'000 | 20'000 | 8'992 | 62'830 CHF | 28'331 CHF | 97.76% | 97.76% |
13.05.2024 | 0.31% | 3.14 CHF | 3.15 CHF | 20'000 | 20'000 | 20'000 | 9'017 | 63'959 CHF | 28'688 CHF | 97.67% | 97.67% |
10.05.2024 | 0.32% | 3.14 CHF | 3.15 CHF | 20'000 | 20'000 | 20'000 | 8'880 | 62'875 CHF | 28'009 CHF | 98.56% | 98.56% |
08.05.2024 | 0.32% | 3.11 CHF | 3.12 CHF | 20'000 | 20'000 | 20'000 | 8'941 | 61'732 CHF | 27'678 CHF | 99.30% | 99.30% |