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% | 3.74 CHF | 3.75 CHF | 50'000 | 50'000 | 30'465 | 30'465 | 115'278 CHF | 115'583 CHF | 98.89% | 98.89% |
15.05.2024 | 0.27% | 3.70 CHF | 3.71 CHF | 50'000 | 50'000 | 30'549 | 30'549 | 112'550 CHF | 112'856 CHF | 97.52% | 97.52% |
14.05.2024 | 0.28% | 3.67 CHF | 3.68 CHF | 50'000 | 50'000 | 30'572 | 30'572 | 109'725 CHF | 110'031 CHF | 97.11% | 97.11% |
13.05.2024 | 0.27% | 3.60 CHF | 3.61 CHF | 50'000 | 50'000 | 30'306 | 30'306 | 111'888 CHF | 112'191 CHF | 99.01% | 99.01% |
10.05.2024 | 0.26% | 3.68 CHF | 3.69 CHF | 50'000 | 50'000 | 30'407 | 30'407 | 114'525 CHF | 114'829 CHF | 97.15% | 97.15% |
08.05.2024 | 0.27% | 3.75 CHF | 3.76 CHF | 50'000 | 50'000 | 30'433 | 30'433 | 111'527 CHF | 111'831 CHF | 98.42% | 98.42% |
07.05.2024 | 0.28% | 3.61 CHF | 3.62 CHF | 50'000 | 50'000 | 30'478 | 30'478 | 108'509 CHF | 108'814 CHF | 98.76% | 98.76% |
06.05.2024 | 0.29% | 3.45 CHF | 3.46 CHF | 50'000 | 50'000 | 30'461 | 30'461 | 103'408 CHF | 103'713 CHF | 99.03% | 99.03% |
03.05.2024 | 0.31% | 3.30 CHF | 3.31 CHF | 50'000 | 50'000 | 30'548 | 30'548 | 97'835 CHF | 98'141 CHF | 97.01% | 97.01% |
02.05.2024 | 0.32% | 3.12 CHF | 3.13 CHF | 50'000 | 50'000 | 30'339 | 30'339 | 95'260 CHF | 95'564 CHF | 98.45% | 98.45% |