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 | 0.39% | 4.87 CHF | 4.89 CHF | 15'000 | 15'000 | 15'088 | 15'088 | 73'488 CHF | 73'776 CHF | 99.48% | 99.53% |
15.05.2024 | 0.41% | 4.48 CHF | 4.49 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 64'048 CHF | 64'315 CHF | 99.49% | 99.49% |
14.05.2024 | 0.45% | 4.22 CHF | 4.24 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 64'674 CHF | 64'963 CHF | 99.49% | 99.49% |
13.05.2024 | 0.41% | 4.54 CHF | 4.56 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 68'019 CHF | 68'302 CHF | 99.51% | 99.51% |
10.05.2024 | 0.44% | 4.46 CHF | 4.49 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 68'651 CHF | 68'955 CHF | 99.54% | 99.54% |
08.05.2024 | 0.40% | 4.50 CHF | 4.52 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 67'499 CHF | 67'766 CHF | 99.55% | 99.55% |
07.05.2024 | 0.41% | 4.17 CHF | 4.19 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 57'983 CHF | 58'223 CHF | 99.53% | 99.53% |
06.05.2024 | 0.44% | 3.66 CHF | 3.67 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 70'906 CHF | 71'219 CHF | 99.46% | 99.51% |
03.05.2024 | 0.41% | 3.50 CHF | 3.51 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 68'966 CHF | 69'249 CHF | 99.48% | 99.53% |
02.05.2024 | 0.45% | 3.30 CHF | 3.32 CHF | 20'000 | 20'000 | 16'757 | 16'757 | 55'578 CHF | 55'827 CHF | 99.51% | 99.51% |