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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27.05.2024 | 0.29% | 3.39 CHF | 3.40 CHF | 20'000 | 10'000 | 20'000 | 6'086 | 69'086 CHF | 21'063 CHF | 99.99% | 99.99% |
24.05.2024 | 0.27% | 3.40 CHF | 3.41 CHF | 20'000 | 10'000 | 20'000 | 6'096 | 73'177 CHF | 22'276 CHF | 99.68% | 99.68% |
23.05.2024 | 0.31% | 3.40 CHF | 3.41 CHF | 20'000 | 10'000 | 20'000 | 6'057 | 64'271 CHF | 19'721 CHF | 98.52% | 98.52% |
22.05.2024 | 0.30% | 3.29 CHF | 3.30 CHF | 20'000 | 10'000 | 20'000 | 6'105 | 66'675 CHF | 20'391 CHF | 98.85% | 98.85% |
21.05.2024 | 0.29% | 3.36 CHF | 3.37 CHF | 20'000 | 10'000 | 20'000 | 6'093 | 67'857 CHF | 20'737 CHF | 99.98% | 99.98% |
17.05.2024 | 0.29% | 3.48 CHF | 3.49 CHF | 20'000 | 10'000 | 20'000 | 6'086 | 69'890 CHF | 21'317 CHF | 99.99% | 99.99% |
16.05.2024 | 0.30% | 3.30 CHF | 3.31 CHF | 20'000 | 10'000 | 20'000 | 6'097 | 66'762 CHF | 20'397 CHF | 99.02% | 99.02% |
15.05.2024 | 0.29% | 3.55 CHF | 3.56 CHF | 20'000 | 10'000 | 19'508 | 6'003 | 75'341 CHF | 23'036 CHF | 98.05% | 98.05% |
14.05.2024 | 0.24% | 4.11 CHF | 4.12 CHF | 20'000 | 10'000 | 20'000 | 6'110 | 83'420 CHF | 25'505 CHF | 97.90% | 97.90% |
13.05.2024 | 0.24% | 4.14 CHF | 4.15 CHF | 20'000 | 10'000 | 20'000 | 6'086 | 81'994 CHF | 25'037 CHF | 100.00% | 100.00% |