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 | 0.31% | 3.55 CHF | 3.56 CHF | 50'000 | 50'000 | 30'430 | 30'430 | 108'893 CHF | 109'223 CHF | 99.66% | 99.66% |
15.05.2024 | 0.31% | 3.47 CHF | 3.48 CHF | 50'000 | 50'000 | 30'433 | 30'433 | 107'968 CHF | 108'298 CHF | 99.61% | 99.61% |
14.05.2024 | 0.31% | 3.51 CHF | 3.52 CHF | 50'000 | 50'000 | 30'475 | 30'475 | 107'443 CHF | 107'773 CHF | 98.85% | 98.85% |
13.05.2024 | 0.30% | 3.60 CHF | 3.61 CHF | 50'000 | 50'000 | 30'431 | 30'431 | 112'570 CHF | 112'900 CHF | 99.65% | 99.65% |
10.05.2024 | 0.28% | 3.72 CHF | 3.73 CHF | 50'000 | 50'000 | 30'331 | 30'331 | 117'853 CHF | 118'183 CHF | 98.53% | 98.53% |
08.05.2024 | 0.29% | 3.76 CHF | 3.77 CHF | 50'000 | 50'000 | 30'431 | 30'431 | 114'498 CHF | 114'828 CHF | 99.66% | 99.66% |
07.05.2024 | 0.29% | 3.87 CHF | 3.88 CHF | 50'000 | 50'000 | 30'430 | 30'430 | 115'549 CHF | 115'879 CHF | 99.66% | 99.66% |
06.05.2024 | 0.31% | 3.66 CHF | 3.67 CHF | 50'000 | 50'000 | 30'430 | 30'430 | 109'266 CHF | 109'596 CHF | 99.66% | 99.66% |
03.05.2024 | 1.10% | 3.59 CHF | 3.60 CHF | 50'000 | 50'000 | 6'708 | 6'708 | 24'179 CHF | 24'330 CHF | 99.17% | 99.17% |
02.05.2024 | 0.34% | 3.30 CHF | 3.31 CHF | 50'000 | 50'000 | 30'410 | 30'410 | 97'712 CHF | 98'042 CHF | 99.55% | 99.55% |