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% | 3.54 CHF | 3.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 355'137 CHF | 356'137 CHF | 99.99% | 99.99% |
15.05.2024 | 0.29% | 3.42 CHF | 3.43 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 338'655 CHF | 339'655 CHF | 99.99% | 99.99% |
14.05.2024 | 0.29% | 3.33 CHF | 3.34 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 338'617 CHF | 339'617 CHF | 99.95% | 99.95% |
13.05.2024 | 0.29% | 3.46 CHF | 3.47 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 348'930 CHF | 349'930 CHF | 100.00% | 100.00% |
10.05.2024 | 0.28% | 3.55 CHF | 3.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 351'466 CHF | 352'466 CHF | 98.66% | 98.66% |
08.05.2024 | 0.29% | 3.39 CHF | 3.40 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 339'721 CHF | 340'721 CHF | 100.00% | 100.00% |
07.05.2024 | 0.29% | 3.45 CHF | 3.46 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 343'797 CHF | 344'797 CHF | 100.00% | 100.00% |
06.05.2024 | 0.30% | 3.39 CHF | 3.40 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 332'726 CHF | 333'726 CHF | 100.00% | 100.00% |
03.05.2024 | 0.31% | 3.26 CHF | 3.27 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 318'199 CHF | 319'199 CHF | 99.89% | 99.89% |
02.05.2024 | 0.32% | 3.07 CHF | 3.08 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 310'608 CHF | 311'608 CHF | 99.95% | 99.95% |