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 | 0.37% | 2.71 CHF | 2.72 CHF | 100'000 | 100'000 | 99'049 | 99'049 | 267'382 CHF | 268'374 CHF | 96.99% | 96.99% |
15.05.2024 | 0.35% | 2.86 CHF | 2.87 CHF | 100'000 | 100'000 | 99'063 | 99'063 | 285'315 CHF | 286'306 CHF | 100.00% | 100.00% |
14.05.2024 | 0.34% | 2.94 CHF | 2.95 CHF | 100'000 | 100'000 | 99'151 | 99'151 | 292'970 CHF | 293'962 CHF | 99.20% | 99.20% |
13.05.2024 | 0.35% | 2.86 CHF | 2.87 CHF | 100'000 | 100'000 | 99'061 | 99'061 | 285'970 CHF | 286'961 CHF | 100.00% | 100.00% |
10.05.2024 | 0.35% | 2.92 CHF | 2.93 CHF | 100'000 | 100'000 | 99'271 | 99'271 | 288'206 CHF | 289'199 CHF | 99.40% | 99.40% |
08.05.2024 | 0.34% | 2.98 CHF | 2.99 CHF | 100'000 | 100'000 | 99'808 | 99'808 | 297'572 CHF | 298'570 CHF | 99.23% | 99.23% |
07.05.2024 | 0.33% | 2.99 CHF | 3.00 CHF | 100'000 | 100'000 | 98'920 | 98'920 | 298'526 CHF | 299'516 CHF | 99.67% | 99.67% |
06.05.2024 | 0.33% | 3.04 CHF | 3.05 CHF | 100'000 | 100'000 | 98'813 | 98'813 | 301'779 CHF | 302'769 CHF | 98.63% | 98.63% |
03.05.2024 | 0.32% | 3.08 CHF | 3.09 CHF | 100'000 | 100'000 | 99'678 | 99'678 | 309'945 CHF | 310'942 CHF | 98.53% | 98.53% |
02.05.2024 | 0.33% | 3.14 CHF | 3.15 CHF | 100'000 | 100'000 | 99'516 | 99'516 | 304'114 CHF | 305'110 CHF | 99.33% | 99.33% |