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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.60% | 3.49 CHF | 3.51 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 52'248 CHF | 52'564 CHF | 100.00% | 100.00% |
14.05.2024 | 0.59% | 3.51 CHF | 3.53 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 52'748 CHF | 53'059 CHF | 100.00% | 100.00% |
13.05.2024 | 0.60% | 3.46 CHF | 3.48 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 51'578 CHF | 51'890 CHF | 100.00% | 100.00% |
10.05.2024 | 0.63% | 3.55 CHF | 3.57 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 53'026 CHF | 53'359 CHF | 100.00% | 100.00% |
08.05.2024 | 0.62% | 3.68 CHF | 3.71 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 55'045 CHF | 55'389 CHF | 100.00% | 100.00% |
07.05.2024 | 0.62% | 3.70 CHF | 3.72 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 37'057 CHF | 37'287 CHF | 100.00% | 100.00% |
06.05.2024 | 0.63% | 3.73 CHF | 3.76 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 37'036 CHF | 37'272 CHF | 100.00% | 100.00% |
03.05.2024 | 0.61% | 3.77 CHF | 3.79 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 37'690 CHF | 37'922 CHF | 100.00% | 100.00% |
02.05.2024 | 0.55% | 3.79 CHF | 3.82 CHF | 15'000 | 15'000 | 11'748 | 11'748 | 44'863 CHF | 45'110 CHF | 100.00% | 100.00% |
30.04.2024 | 0.58% | 3.52 CHF | 3.54 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 35'045 CHF | 35'250 CHF | 100.00% | 100.00% |