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 | 0.30% | 3.75 CHF | 3.76 CHF | 100'000 | 100'000 | 45'206 | 45'206 | 166'723 CHF | 167'206 CHF | 99.66% | 99.66% |
15.05.2024 | 0.31% | 3.62 CHF | 3.63 CHF | 100'000 | 100'000 | 45'207 | 45'207 | 162'670 CHF | 163'153 CHF | 99.65% | 99.65% |
14.05.2024 | 0.31% | 3.55 CHF | 3.56 CHF | 100'000 | 100'000 | 45'209 | 45'209 | 159'443 CHF | 159'926 CHF | 99.65% | 99.65% |
13.05.2024 | 0.32% | 3.39 CHF | 3.40 CHF | 100'000 | 100'000 | 45'975 | 45'975 | 154'364 CHF | 154'845 CHF | 94.86% | 94.86% |
10.05.2024 | 0.31% | 3.48 CHF | 3.49 CHF | 100'000 | 100'000 | 44'918 | 44'918 | 157'592 CHF | 158'073 CHF | 98.59% | 98.59% |
08.05.2024 | 0.31% | 3.58 CHF | 3.59 CHF | 100'000 | 100'000 | 45'211 | 45'211 | 161'827 CHF | 162'311 CHF | 99.67% | 99.67% |
07.05.2024 | 0.31% | 3.62 CHF | 3.63 CHF | 100'000 | 100'000 | 45'207 | 45'207 | 159'908 CHF | 160'391 CHF | 99.66% | 99.66% |
06.05.2024 | 0.32% | 3.44 CHF | 3.45 CHF | 100'000 | 100'000 | 45'206 | 45'206 | 155'369 CHF | 155'852 CHF | 99.66% | 99.66% |
03.05.2024 | 0.32% | 3.33 CHF | 3.34 CHF | 100'000 | 100'000 | 45'197 | 45'197 | 153'777 CHF | 154'260 CHF | 99.63% | 99.63% |
02.05.2024 | 0.33% | 3.39 CHF | 3.40 CHF | 100'000 | 100'000 | 45'204 | 45'204 | 152'826 CHF | 153'309 CHF | 99.66% | 99.66% |