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 | 0.28% | 3.60 CHF | 3.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 358'290 CHF | 359'290 CHF | 100.00% | 100.00% |
15.05.2024 | 0.29% | 3.54 CHF | 3.55 CHF | 100'000 | 100'000 | 100'000 | 99'999 | 348'434 CHF | 349'432 CHF | 100.00% | 100.00% |
14.05.2024 | 0.29% | 3.44 CHF | 3.45 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 343'613 CHF | 344'613 CHF | 99.74% | 99.74% |
13.05.2024 | 0.29% | 3.44 CHF | 3.45 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 344'174 CHF | 345'174 CHF | 100.00% | 100.00% |
10.05.2024 | 0.29% | 3.42 CHF | 3.43 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 344'610 CHF | 345'610 CHF | 100.00% | 100.00% |
08.05.2024 | 0.30% | 3.37 CHF | 3.38 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 336'739 CHF | 337'739 CHF | 100.00% | 100.00% |
07.05.2024 | 0.30% | 3.39 CHF | 3.40 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 336'629 CHF | 337'629 CHF | 100.00% | 100.00% |
06.05.2024 | 0.30% | 3.31 CHF | 3.32 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 328'806 CHF | 329'806 CHF | 100.00% | 100.00% |
03.05.2024 | 0.31% | 3.21 CHF | 3.22 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 320'150 CHF | 321'150 CHF | 96.95% | 96.95% |
02.05.2024 | 0.32% | 3.14 CHF | 3.15 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 314'059 CHF | 315'059 CHF | 100.00% | 100.00% |