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 | 0.30% | 3.34 CHF | 3.35 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 335'164 CHF | 336'164 CHF | 100.00% | 100.00% |
15.05.2024 | 0.31% | 3.22 CHF | 3.23 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 318'706 CHF | 319'706 CHF | 99.99% | 99.99% |
14.05.2024 | 0.31% | 3.13 CHF | 3.14 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 318'685 CHF | 319'685 CHF | 99.94% | 99.94% |
13.05.2024 | 0.30% | 3.26 CHF | 3.27 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 329'041 CHF | 330'041 CHF | 100.00% | 100.00% |
10.05.2024 | 0.30% | 3.36 CHF | 3.37 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 331'600 CHF | 332'600 CHF | 98.63% | 98.63% |
08.05.2024 | 0.31% | 3.19 CHF | 3.20 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 319'878 CHF | 320'878 CHF | 100.00% | 100.00% |
07.05.2024 | 0.31% | 3.25 CHF | 3.26 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 323'955 CHF | 324'955 CHF | 100.00% | 100.00% |
06.05.2024 | 0.32% | 3.19 CHF | 3.20 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 312'922 CHF | 313'922 CHF | 100.00% | 100.00% |
03.05.2024 | 0.33% | 3.06 CHF | 3.07 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 298'417 CHF | 299'417 CHF | 99.89% | 99.89% |
02.05.2024 | 0.34% | 2.87 CHF | 2.88 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 290'796 CHF | 291'796 CHF | 99.96% | 99.96% |