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 | 0.25% | 4.06 CHF | 4.07 CHF | 30'000 | 30'000 | 22'234 | 18'351 | 88'907 CHF | 73'615 CHF | 98.86% | 98.86% |
21.05.2024 | 0.26% | 3.89 CHF | 3.90 CHF | 30'000 | 30'000 | 22'208 | 18'313 | 85'849 CHF | 70'942 CHF | 100.00% | 100.00% |
17.05.2024 | 0.27% | 3.73 CHF | 3.74 CHF | 30'000 | 30'000 | 22'209 | 18'313 | 82'879 CHF | 68'510 CHF | 99.97% | 99.97% |
16.05.2024 | 0.26% | 3.86 CHF | 3.87 CHF | 30'000 | 30'000 | 22'230 | 18'345 | 84'781 CHF | 70'157 CHF | 99.02% | 99.02% |
15.05.2024 | 0.34% | 3.60 CHF | 3.61 CHF | 30'000 | 30'000 | 21'810 | 18'063 | 73'184 CHF | 61'033 CHF | 98.04% | 98.04% |
14.05.2024 | 0.32% | 3.17 CHF | 3.18 CHF | 30'000 | 30'000 | 22'249 | 18'373 | 68'646 CHF | 56'913 CHF | 97.80% | 97.80% |
13.05.2024 | 0.32% | 3.11 CHF | 3.12 CHF | 30'000 | 30'000 | 22'212 | 18'319 | 68'713 CHF | 56'833 CHF | 99.82% | 99.82% |
10.05.2024 | 0.33% | 2.98 CHF | 2.99 CHF | 30'000 | 30'000 | 22'129 | 18'194 | 67'787 CHF | 55'890 CHF | 98.68% | 98.68% |
08.05.2024 | 0.35% | 2.91 CHF | 2.92 CHF | 30'000 | 30'000 | 22'205 | 18'308 | 63'892 CHF | 52'878 CHF | 99.93% | 99.93% |
07.05.2024 | 0.34% | 3.01 CHF | 3.02 CHF | 30'000 | 30'000 | 22'214 | 18'320 | 64'459 CHF | 53'425 CHF | 99.76% | 99.76% |