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% | 3.48 CHF | 3.49 CHF | 20'000 | 20'000 | 20'000 | 8'935 | 69'501 CHF | 31'180 CHF | 99.58% | 99.58% |
15.05.2024 | 0.30% | 3.43 CHF | 3.44 CHF | 20'000 | 20'000 | 20'000 | 8'970 | 67'187 CHF | 30'369 CHF | 98.49% | 98.49% |
14.05.2024 | 0.30% | 3.32 CHF | 3.33 CHF | 20'000 | 20'000 | 20'000 | 8'988 | 66'097 CHF | 29'785 CHF | 97.79% | 97.79% |
13.05.2024 | 0.30% | 3.30 CHF | 3.31 CHF | 20'000 | 20'000 | 20'000 | 9'011 | 67'222 CHF | 30'141 CHF | 97.70% | 97.70% |
10.05.2024 | 0.30% | 3.30 CHF | 3.31 CHF | 20'000 | 20'000 | 20'000 | 8'879 | 66'136 CHF | 29'453 CHF | 98.59% | 98.59% |
08.05.2024 | 0.31% | 3.27 CHF | 3.28 CHF | 20'000 | 20'000 | 20'000 | 8'945 | 64'997 CHF | 29'149 CHF | 99.38% | 99.38% |
07.05.2024 | 0.30% | 3.29 CHF | 3.30 CHF | 20'000 | 20'000 | 20'000 | 8'934 | 65'915 CHF | 29'510 CHF | 99.60% | 99.60% |
06.05.2024 | 0.31% | 3.23 CHF | 3.24 CHF | 20'000 | 20'000 | 20'000 | 8'932 | 64'046 CHF | 28'695 CHF | 99.57% | 99.57% |
03.05.2024 | 0.32% | 3.15 CHF | 3.16 CHF | 20'000 | 20'000 | 20'000 | 8'934 | 61'565 CHF | 27'822 CHF | 99.35% | 99.35% |
02.05.2024 | 0.33% | 3.04 CHF | 3.05 CHF | 20'000 | 20'000 | 20'000 | 8'935 | 60'884 CHF | 27'226 CHF | 99.62% | 99.62% |