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 | 2.83% | 0.36 CHF | 0.37 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 34'892 CHF | 35'883 CHF | 100.00% | 100.00% |
15.05.2024 | 2.98% | 0.34 CHF | 0.35 CHF | 100'000 | 100'000 | 99'063 | 99'063 | 33'045 CHF | 34'036 CHF | 100.00% | 100.00% |
14.05.2024 | 2.85% | 0.35 CHF | 0.36 CHF | 100'000 | 100'000 | 99'380 | 99'380 | 34'583 CHF | 35'578 CHF | 98.95% | 98.95% |
13.05.2024 | 3.02% | 0.33 CHF | 0.34 CHF | 100'000 | 100'000 | 99'060 | 99'060 | 32'715 CHF | 33'706 CHF | 100.00% | 100.00% |
10.05.2024 | 2.95% | 0.33 CHF | 0.34 CHF | 100'000 | 100'000 | 99'276 | 99'276 | 33'449 CHF | 34'442 CHF | 96.42% | 99.31% |
08.05.2024 | 3.02% | 0.33 CHF | 0.34 CHF | 100'000 | 100'000 | 99'785 | 99'785 | 32'597 CHF | 33'595 CHF | 99.47% | 99.47% |
07.05.2024 | 3.15% | 0.32 CHF | 0.33 CHF | 100'000 | 100'000 | 98'947 | 98'947 | 31'346 CHF | 32'337 CHF | 99.64% | 99.64% |
06.05.2024 | 3.07% | 0.32 CHF | 0.33 CHF | 100'000 | 100'000 | 98'816 | 98'816 | 32'137 CHF | 33'126 CHF | 95.03% | 98.58% |
03.05.2024 | 2.85% | 0.33 CHF | 0.34 CHF | 100'000 | 100'000 | 99'509 | 99'509 | 34'679 CHF | 35'675 CHF | 98.59% | 98.59% |
02.05.2024 | 3.28% | 0.30 CHF | 0.31 CHF | 100'000 | 100'000 | 99'542 | 99'542 | 30'030 CHF | 31'026 CHF | 99.30% | 99.30% |