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% | 3.68 CHF | 3.69 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 369'754 CHF | 370'754 CHF | 99.99% | 99.99% |
15.05.2024 | 0.28% | 3.57 CHF | 3.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 353'259 CHF | 354'259 CHF | 99.99% | 99.99% |
14.05.2024 | 0.28% | 3.47 CHF | 3.48 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 353'205 CHF | 354'205 CHF | 99.94% | 99.94% |
13.05.2024 | 0.27% | 3.61 CHF | 3.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 363'487 CHF | 364'487 CHF | 100.00% | 100.00% |
10.05.2024 | 0.27% | 3.70 CHF | 3.71 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 366'002 CHF | 367'002 CHF | 98.61% | 98.61% |
08.05.2024 | 0.28% | 3.54 CHF | 3.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 354'246 CHF | 355'246 CHF | 100.00% | 100.00% |
07.05.2024 | 0.28% | 3.60 CHF | 3.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 358'322 CHF | 359'322 CHF | 100.00% | 100.00% |
06.05.2024 | 0.29% | 3.53 CHF | 3.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 347'221 CHF | 348'221 CHF | 100.00% | 100.00% |
03.05.2024 | 0.30% | 3.40 CHF | 3.41 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 332'676 CHF | 333'676 CHF | 99.85% | 99.85% |
02.05.2024 | 0.31% | 3.21 CHF | 3.22 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 325'110 CHF | 326'110 CHF | 99.92% | 99.92% |