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 | 0.43% | 2.31 CHF | 2.32 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 230'331 CHF | 231'331 CHF | 97.75% | 97.75% |
15.05.2024 | 0.43% | 2.31 CHF | 2.32 CHF | 100'000 | 100'000 | 99'757 | 99'757 | 235'474 CHF | 236'482 CHF | 98.90% | 98.90% |
14.05.2024 | 0.43% | 2.35 CHF | 2.36 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 233'650 CHF | 234'650 CHF | 99.50% | 99.50% |
13.05.2024 | 0.43% | 2.35 CHF | 2.36 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 233'625 CHF | 234'625 CHF | 99.80% | 99.80% |
10.05.2024 | 0.42% | 2.34 CHF | 2.35 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 236'151 CHF | 237'151 CHF | 100.00% | 100.00% |
08.05.2024 | 0.41% | 2.42 CHF | 2.43 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 246'224 CHF | 247'224 CHF | 100.00% | 100.00% |
07.05.2024 | 0.39% | 2.54 CHF | 2.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 257'331 CHF | 258'331 CHF | 97.06% | 97.06% |
06.05.2024 | 0.40% | 2.58 CHF | 2.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 252'013 CHF | 253'013 CHF | 100.00% | 100.00% |
03.05.2024 | 0.39% | 2.56 CHF | 2.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 254'236 CHF | 255'236 CHF | 97.94% | 97.94% |
02.05.2024 | 0.39% | 2.56 CHF | 2.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 255'925 CHF | 256'925 CHF | 99.41% | 99.41% |