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 | 0.43% | 3.01 CHF | 3.02 CHF | 10'000 | 10'000 | 9'982 | 9'982 | 29'687 CHF | 29'814 CHF | 99.48% | 99.53% |
15.05.2024 | 0.38% | 2.93 CHF | 2.94 CHF | 9'000 | 9'000 | 9'756 | 9'756 | 28'646 CHF | 28'755 CHF | 99.51% | 99.51% |
14.05.2024 | 0.36% | 2.96 CHF | 2.97 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 29'578 CHF | 29'683 CHF | 99.49% | 99.49% |
13.05.2024 | 0.36% | 2.93 CHF | 2.94 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 29'645 CHF | 29'751 CHF | 99.50% | 99.55% |
10.05.2024 | 0.40% | 2.93 CHF | 2.94 CHF | 9'000 | 9'000 | 9'000 | 9'000 | 26'662 CHF | 26'769 CHF | 99.52% | 99.52% |
08.05.2024 | 0.39% | 3.04 CHF | 3.05 CHF | 9'000 | 9'000 | 9'000 | 9'000 | 27'198 CHF | 27'304 CHF | 99.04% | 99.04% |
07.05.2024 | 0.37% | 3.21 CHF | 3.22 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 26'914 CHF | 27'013 CHF | 99.50% | 99.50% |
06.05.2024 | 0.37% | 3.31 CHF | 3.32 CHF | 9'000 | 9'000 | 9'000 | 9'000 | 29'747 CHF | 29'857 CHF | 99.53% | 99.53% |
03.05.2024 | 0.38% | 3.26 CHF | 3.27 CHF | 9'000 | 9'000 | 9'000 | 9'000 | 28'617 CHF | 28'725 CHF | 99.53% | 99.53% |
02.05.2024 | 0.38% | 3.20 CHF | 3.22 CHF | 9'000 | 9'000 | 9'000 | 9'000 | 28'565 CHF | 28'674 CHF | 98.07% | 98.13% |