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 | 0.30% | 3.36 CHF | 3.37 CHF | 30'000 | 30'000 | 29'822 | 29'822 | 100'656 CHF | 100'956 CHF | 99.57% | 99.57% |
15.05.2024 | 0.28% | 3.44 CHF | 3.45 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 105'543 CHF | 105'844 CHF | 99.55% | 99.55% |
14.05.2024 | 0.28% | 3.59 CHF | 3.60 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 122'916 CHF | 123'266 CHF | 99.55% | 99.55% |
13.05.2024 | 0.31% | 3.22 CHF | 3.23 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 111'079 CHF | 111'429 CHF | 99.56% | 99.56% |
10.05.2024 | 0.33% | 3.00 CHF | 3.01 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 106'898 CHF | 107'248 CHF | 99.48% | 99.48% |
08.05.2024 | 0.33% | 3.04 CHF | 3.05 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 105'552 CHF | 105'902 CHF | 99.51% | 99.51% |
07.05.2024 | 0.32% | 3.16 CHF | 3.17 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 109'348 CHF | 109'698 CHF | 99.56% | 99.56% |
06.05.2024 | 0.33% | 3.04 CHF | 3.05 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 106'443 CHF | 106'793 CHF | 99.56% | 99.56% |
03.05.2024 | 0.34% | 2.92 CHF | 2.93 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 117'086 CHF | 117'486 CHF | 99.51% | 99.51% |
02.05.2024 | 0.35% | 2.86 CHF | 2.87 CHF | 35'000 | 35'000 | 35'000 | 35'000 | 99'552 CHF | 99'902 CHF | 99.49% | 99.49% |