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 | 0.33% | 3.10 CHF | 3.11 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 306'938 CHF | 307'938 CHF | 100.00% | 100.00% |
15.05.2024 | 0.36% | 2.96 CHF | 2.97 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 281'040 CHF | 282'040 CHF | 97.32% | 97.32% |
14.05.2024 | 0.37% | 2.70 CHF | 2.71 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 267'575 CHF | 268'575 CHF | 99.20% | 99.20% |
13.05.2024 | 0.37% | 2.68 CHF | 2.69 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 269'967 CHF | 270'967 CHF | 100.00% | 100.00% |
10.05.2024 | 0.37% | 2.66 CHF | 2.67 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 271'225 CHF | 272'225 CHF | 100.00% | 100.00% |
08.05.2024 | 0.40% | 2.51 CHF | 2.52 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 250'301 CHF | 251'301 CHF | 100.00% | 100.00% |
07.05.2024 | 0.40% | 2.57 CHF | 2.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 251'288 CHF | 252'288 CHF | 100.00% | 100.00% |
06.05.2024 | 0.43% | 2.38 CHF | 2.39 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 233'454 CHF | 234'454 CHF | 100.00% | 100.00% |
03.05.2024 | 0.47% | 2.15 CHF | 2.16 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 211'100 CHF | 212'100 CHF | 96.95% | 96.95% |
02.05.2024 | 0.52% | 1.91 CHF | 1.92 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 192'266 CHF | 193'266 CHF | 100.00% | 100.00% |