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 | 0.29% | 3.38 CHF | 3.39 CHF | 10'000 | 10'000 | 10'088 | 10'088 | 34'176 CHF | 34'277 CHF | 100.00% | 100.00% |
15.05.2024 | 0.29% | 3.37 CHF | 3.38 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 34'424 CHF | 34'524 CHF | 100.00% | 100.00% |
14.05.2024 | 0.29% | 3.42 CHF | 3.43 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 34'102 CHF | 34'202 CHF | 100.00% | 100.00% |
13.05.2024 | 0.30% | 3.36 CHF | 3.37 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 33'517 CHF | 33'617 CHF | 100.00% | 100.00% |
10.05.2024 | 0.29% | 3.46 CHF | 3.47 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 34'869 CHF | 34'969 CHF | 100.00% | 100.00% |
08.05.2024 | 0.28% | 3.64 CHF | 3.65 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 36'199 CHF | 36'299 CHF | 100.00% | 100.00% |
07.05.2024 | 0.27% | 3.66 CHF | 3.67 CHF | 9'000 | 9'000 | 9'000 | 9'000 | 33'730 CHF | 33'820 CHF | 100.00% | 100.00% |
06.05.2024 | 0.26% | 3.92 CHF | 3.93 CHF | 9'000 | 9'000 | 9'000 | 9'000 | 34'449 CHF | 34'539 CHF | 100.00% | 100.00% |
03.05.2024 | 0.27% | 3.77 CHF | 3.78 CHF | 9'000 | 9'000 | 9'000 | 9'000 | 33'829 CHF | 33'919 CHF | 100.00% | 100.00% |
02.05.2024 | 0.26% | 3.76 CHF | 3.77 CHF | 9'000 | 9'000 | 9'650 | 9'650 | 36'746 CHF | 36'843 CHF | 99.90% | 99.90% |