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 | 0.39% | 2.55 CHF | 2.56 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 257'059 CHF | 258'059 CHF | 99.99% | 99.99% |
15.05.2024 | 0.41% | 2.44 CHF | 2.45 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 240'680 CHF | 241'680 CHF | 99.99% | 99.99% |
14.05.2024 | 0.41% | 2.35 CHF | 2.36 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 240'732 CHF | 241'732 CHF | 99.98% | 99.98% |
13.05.2024 | 0.40% | 2.49 CHF | 2.50 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 251'259 CHF | 252'259 CHF | 100.00% | 100.00% |
10.05.2024 | 0.39% | 2.58 CHF | 2.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 253'914 CHF | 254'914 CHF | 98.64% | 98.64% |
08.05.2024 | 0.41% | 2.42 CHF | 2.42 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 242'280 CHF | 243'280 CHF | 100.00% | 100.00% |
07.05.2024 | 0.41% | 2.48 CHF | 2.49 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 246'352 CHF | 247'352 CHF | 100.00% | 100.00% |
06.05.2024 | 0.42% | 2.41 CHF | 2.42 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 235'472 CHF | 236'472 CHF | 100.00% | 100.00% |
03.05.2024 | 0.45% | 2.29 CHF | 2.30 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 221'041 CHF | 222'041 CHF | 99.82% | 99.82% |
02.05.2024 | 0.47% | 2.09 CHF | 2.10 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 213'319 CHF | 214'319 CHF | 99.97% | 99.97% |