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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 0.37% | 2.77 CHF | 2.78 CHF | 100'000 | 100'000 | 99'054 | 99'054 | 271'288 CHF | 272'280 CHF | 99.26% | 99.26% |
22.05.2024 | 0.37% | 2.78 CHF | 2.79 CHF | 100'000 | 100'000 | 99'063 | 99'063 | 273'202 CHF | 274'194 CHF | 100.00% | 100.00% |
21.05.2024 | 0.38% | 2.70 CHF | 2.71 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 266'381 CHF | 267'373 CHF | 100.00% | 100.00% |
17.05.2024 | 0.38% | 2.68 CHF | 2.69 CHF | 100'000 | 100'000 | 99'063 | 99'063 | 265'589 CHF | 266'580 CHF | 100.00% | 100.00% |
16.05.2024 | 0.37% | 2.71 CHF | 2.72 CHF | 100'000 | 100'000 | 99'049 | 99'049 | 267'382 CHF | 268'374 CHF | 96.99% | 96.99% |
15.05.2024 | 0.35% | 2.86 CHF | 2.87 CHF | 100'000 | 100'000 | 99'063 | 99'063 | 285'315 CHF | 286'306 CHF | 100.00% | 100.00% |
14.05.2024 | 0.34% | 2.94 CHF | 2.95 CHF | 100'000 | 100'000 | 99'151 | 99'151 | 292'970 CHF | 293'962 CHF | 99.20% | 99.20% |
13.05.2024 | 0.35% | 2.86 CHF | 2.87 CHF | 100'000 | 100'000 | 99'061 | 99'061 | 285'970 CHF | 286'961 CHF | 100.00% | 100.00% |
10.05.2024 | 0.35% | 2.92 CHF | 2.93 CHF | 100'000 | 100'000 | 99'271 | 99'271 | 288'206 CHF | 289'199 CHF | 99.40% | 99.40% |
08.05.2024 | 0.34% | 2.98 CHF | 2.99 CHF | 100'000 | 100'000 | 99'808 | 99'808 | 297'572 CHF | 298'570 CHF | 99.23% | 99.23% |