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 | 0.25% | 3.95 CHF | 3.96 CHF | 50'000 | 50'000 | 30'470 | 30'470 | 121'566 CHF | 121'870 CHF | 98.91% | 98.91% |
15.05.2024 | 0.26% | 3.91 CHF | 3.92 CHF | 50'000 | 50'000 | 30'543 | 30'543 | 118'824 CHF | 119'130 CHF | 97.51% | 97.51% |
14.05.2024 | 0.26% | 3.88 CHF | 3.89 CHF | 50'000 | 50'000 | 30'566 | 30'566 | 116'012 CHF | 116'318 CHF | 97.07% | 97.07% |
13.05.2024 | 0.26% | 3.81 CHF | 3.82 CHF | 50'000 | 50'000 | 30'301 | 30'301 | 118'086 CHF | 118'389 CHF | 99.00% | 99.00% |
10.05.2024 | 0.25% | 3.89 CHF | 3.90 CHF | 50'000 | 50'000 | 30'407 | 30'407 | 120'787 CHF | 121'091 CHF | 97.15% | 97.15% |
08.05.2024 | 0.26% | 3.96 CHF | 3.97 CHF | 50'000 | 50'000 | 30'427 | 30'427 | 117'782 CHF | 118'086 CHF | 98.40% | 98.40% |
07.05.2024 | 0.27% | 3.82 CHF | 3.83 CHF | 50'000 | 50'000 | 30'475 | 30'475 | 114'765 CHF | 115'070 CHF | 98.73% | 98.73% |
06.05.2024 | 0.28% | 3.66 CHF | 3.67 CHF | 50'000 | 50'000 | 30'463 | 30'463 | 109'666 CHF | 109'971 CHF | 99.06% | 99.06% |
03.05.2024 | 0.30% | 3.51 CHF | 3.52 CHF | 50'000 | 50'000 | 30'534 | 30'534 | 104'047 CHF | 104'352 CHF | 96.91% | 96.91% |
02.05.2024 | 0.30% | 3.33 CHF | 3.34 CHF | 50'000 | 50'000 | 30'389 | 30'389 | 101'673 CHF | 101'977 CHF | 98.70% | 98.70% |