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 | 0.56% | 3.26 CHF | 3.27 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 15'776 CHF | 15'865 CHF | 100.00% | 100.00% |
15.05.2024 | 0.52% | 3.42 CHF | 3.44 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 17'976 CHF | 18'070 CHF | 100.00% | 100.00% |
14.05.2024 | 0.53% | 3.74 CHF | 3.76 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 15'646 CHF | 15'728 CHF | 100.00% | 100.00% |
13.05.2024 | 0.51% | 4.07 CHF | 4.09 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 16'579 CHF | 16'663 CHF | 100.00% | 100.00% |
10.05.2024 | 0.47% | 4.09 CHF | 4.11 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 20'438 CHF | 20'534 CHF | 100.00% | 100.00% |
08.05.2024 | 0.53% | 3.60 CHF | 3.62 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 17'893 CHF | 17'988 CHF | 100.00% | 100.00% |
07.05.2024 | 0.49% | 3.70 CHF | 3.71 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 18'905 CHF | 18'999 CHF | 100.00% | 100.00% |
06.05.2024 | 0.48% | 3.68 CHF | 3.70 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 18'204 CHF | 18'291 CHF | 100.00% | 100.00% |
03.05.2024 | 0.53% | 3.32 CHF | 3.34 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 17'678 CHF | 17'771 CHF | 100.00% | 100.00% |
02.05.2024 | 0.53% | 3.71 CHF | 3.73 CHF | 5'000 | 5'000 | 5'650 | 5'650 | 19'697 CHF | 19'803 CHF | 99.94% | 99.94% |