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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 0.51% | 3.56 CHF | 3.57 CHF | 100'000 | 100'000 | 40'380 | 40'380 | 141'205 CHF | 141'792 CHF | 98.27% | 98.27% |
21.05.2024 | 0.51% | 3.30 CHF | 3.31 CHF | 100'000 | 100'000 | 40'501 | 40'501 | 137'231 CHF | 137'824 CHF | 99.64% | 99.64% |
17.05.2024 | 0.50% | 3.59 CHF | 3.60 CHF | 100'000 | 100'000 | 40'494 | 40'494 | 144'587 CHF | 145'180 CHF | 99.66% | 99.66% |
16.05.2024 | 0.48% | 3.70 CHF | 3.71 CHF | 100'000 | 100'000 | 40'493 | 40'493 | 151'020 CHF | 151'613 CHF | 99.66% | 99.66% |
15.05.2024 | 0.47% | 3.63 CHF | 3.64 CHF | 100'000 | 100'000 | 40'529 | 40'529 | 148'292 CHF | 148'885 CHF | 99.48% | 99.48% |
14.05.2024 | 0.48% | 3.66 CHF | 3.67 CHF | 100'000 | 100'000 | 40'547 | 40'547 | 148'805 CHF | 149'397 CHF | 98.85% | 98.85% |
13.05.2024 | 0.46% | 3.75 CHF | 3.76 CHF | 100'000 | 100'000 | 40'494 | 40'494 | 154'999 CHF | 155'592 CHF | 99.66% | 99.66% |
10.05.2024 | 0.44% | 3.87 CHF | 3.88 CHF | 100'000 | 100'000 | 40'208 | 40'208 | 160'902 CHF | 161'493 CHF | 98.53% | 98.53% |
08.05.2024 | 0.45% | 3.91 CHF | 3.92 CHF | 100'000 | 100'000 | 40'548 | 40'548 | 158'557 CHF | 159'150 CHF | 99.41% | 99.41% |
07.05.2024 | 0.45% | 4.02 CHF | 4.03 CHF | 100'000 | 100'000 | 40'493 | 40'493 | 160'279 CHF | 160'872 CHF | 99.66% | 99.66% |