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 | 0.27% | 3.63 CHF | 3.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 364'733 CHF | 365'733 CHF | 99.99% | 99.99% |
15.05.2024 | 0.29% | 3.52 CHF | 3.53 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 348'242 CHF | 349'242 CHF | 99.99% | 99.99% |
14.05.2024 | 0.29% | 3.42 CHF | 3.43 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 348'194 CHF | 349'194 CHF | 99.92% | 99.92% |
13.05.2024 | 0.28% | 3.56 CHF | 3.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 358'485 CHF | 359'485 CHF | 100.00% | 100.00% |
10.05.2024 | 0.28% | 3.65 CHF | 3.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 361'006 CHF | 362'006 CHF | 98.61% | 98.61% |
08.05.2024 | 0.29% | 3.49 CHF | 3.50 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 349'254 CHF | 350'254 CHF | 100.00% | 100.00% |
07.05.2024 | 0.28% | 3.55 CHF | 3.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 353'332 CHF | 354'332 CHF | 100.00% | 100.00% |
06.05.2024 | 0.29% | 3.48 CHF | 3.49 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 342'240 CHF | 343'240 CHF | 100.00% | 100.00% |
03.05.2024 | 0.30% | 3.35 CHF | 3.36 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 327'704 CHF | 328'704 CHF | 99.89% | 99.89% |
02.05.2024 | 0.31% | 3.16 CHF | 3.17 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 320'126 CHF | 321'126 CHF | 99.95% | 99.95% |