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 | 0.40% | 29.14 CHF | 29.26 CHF | 3'000 | 3'000 | 2'982 | 2'982 | 88'837 CHF | 89'192 CHF | 100.00% | 100.00% |
15.05.2024 | 0.36% | 31.19 CHF | 31.31 CHF | 3'000 | 3'000 | 3'757 | 3'757 | 116'566 CHF | 116'984 CHF | 100.00% | 100.00% |
14.05.2024 | 0.35% | 31.44 CHF | 31.55 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 121'752 CHF | 122'184 CHF | 100.00% | 100.00% |
13.05.2024 | 0.35% | 29.91 CHF | 30.02 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 119'001 CHF | 119'416 CHF | 100.00% | 100.00% |
10.05.2024 | 0.34% | 28.98 CHF | 29.08 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 112'386 CHF | 112'765 CHF | 100.00% | 100.00% |
08.05.2024 | 0.35% | 25.99 CHF | 26.08 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 103'856 CHF | 104'218 CHF | 100.00% | 100.00% |
07.05.2024 | 0.35% | 24.71 CHF | 24.79 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 119'348 CHF | 119'761 CHF | 100.00% | 100.00% |
06.05.2024 | 0.36% | 22.17 CHF | 22.25 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 114'001 CHF | 114'411 CHF | 100.00% | 100.00% |
03.05.2024 | 0.38% | 22.02 CHF | 22.11 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 114'710 CHF | 115'141 CHF | 100.00% | 100.00% |
02.05.2024 | 0.37% | 23.49 CHF | 23.57 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 118'654 CHF | 119'092 CHF | 98.70% | 98.70% |