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 | 0.35% | 24.06 CHF | 24.14 CHF | 4'000 | 4'000 | 3'982 | 3'982 | 92'245 CHF | 92'564 CHF | 99.50% | 99.50% |
15.05.2024 | 0.25% | 22.99 CHF | 23.06 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 111'915 CHF | 112'193 CHF | 99.05% | 99.05% |
14.05.2024 | 0.26% | 19.03 CHF | 19.08 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 110'445 CHF | 110'737 CHF | 99.58% | 99.58% |
13.05.2024 | 0.28% | 17.01 CHF | 17.06 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 87'817 CHF | 88'066 CHF | 99.50% | 99.50% |
10.05.2024 | 0.28% | 17.42 CHF | 17.47 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 88'618 CHF | 88'867 CHF | 99.50% | 99.50% |
08.05.2024 | 0.29% | 17.85 CHF | 17.90 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 89'730 CHF | 89'990 CHF | 99.46% | 99.51% |
07.05.2024 | 0.27% | 18.34 CHF | 18.39 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 107'783 CHF | 108'074 CHF | 99.58% | 99.58% |
06.05.2024 | 0.29% | 16.91 CHF | 16.95 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 99'027 CHF | 99'310 CHF | 99.57% | 99.57% |
03.05.2024 | 0.29% | 16.05 CHF | 16.10 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 102'157 CHF | 102'453 CHF | 99.53% | 99.53% |
02.05.2024 | 0.27% | 17.46 CHF | 17.51 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 102'742 CHF | 103'020 CHF | 99.48% | 99.48% |