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 | 0.37% | 2.68 CHF | 2.69 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 269'316 CHF | 270'316 CHF | 99.99% | 99.99% |
15.05.2024 | 0.39% | 2.57 CHF | 2.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 252'927 CHF | 253'927 CHF | 99.98% | 99.98% |
14.05.2024 | 0.39% | 2.47 CHF | 2.48 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 252'966 CHF | 253'966 CHF | 99.96% | 99.96% |
13.05.2024 | 0.38% | 2.61 CHF | 2.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 263'466 CHF | 264'466 CHF | 100.00% | 100.00% |
10.05.2024 | 0.38% | 2.70 CHF | 2.71 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 266'109 CHF | 267'109 CHF | 98.67% | 98.67% |
08.05.2024 | 0.39% | 2.54 CHF | 2.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 254'461 CHF | 255'461 CHF | 100.00% | 100.00% |
07.05.2024 | 0.39% | 2.60 CHF | 2.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 258'531 CHF | 259'531 CHF | 100.00% | 100.00% |
06.05.2024 | 0.40% | 2.54 CHF | 2.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 247'628 CHF | 248'628 CHF | 100.00% | 100.00% |
03.05.2024 | 0.43% | 2.41 CHF | 2.42 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 233'190 CHF | 234'190 CHF | 99.89% | 99.89% |
02.05.2024 | 0.44% | 2.22 CHF | 2.23 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 225'479 CHF | 226'479 CHF | 99.95% | 99.95% |