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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.28% | 3.64 CHF | 3.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 357'454 CHF | 358'454 CHF | 99.99% | 99.99% |
16.05.2024 | 0.27% | 3.68 CHF | 3.69 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 369'951 CHF | 370'951 CHF | 99.99% | 99.99% |
15.05.2024 | 0.28% | 3.57 CHF | 3.58 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 353'456 CHF | 354'456 CHF | 99.99% | 99.99% |
14.05.2024 | 0.28% | 3.48 CHF | 3.49 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 353'403 CHF | 354'403 CHF | 99.93% | 99.93% |
13.05.2024 | 0.27% | 3.61 CHF | 3.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 363'682 CHF | 364'682 CHF | 100.00% | 100.00% |
10.05.2024 | 0.27% | 3.70 CHF | 3.71 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 366'199 CHF | 367'199 CHF | 98.61% | 98.61% |
08.05.2024 | 0.28% | 3.54 CHF | 3.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 354'441 CHF | 355'441 CHF | 100.00% | 100.00% |
07.05.2024 | 0.28% | 3.60 CHF | 3.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 358'516 CHF | 359'516 CHF | 100.00% | 100.00% |
06.05.2024 | 0.29% | 3.53 CHF | 3.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 347'416 CHF | 348'416 CHF | 100.00% | 100.00% |
03.05.2024 | 0.30% | 3.41 CHF | 3.42 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 332'873 CHF | 333'873 CHF | 99.88% | 99.88% |