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 | 0.31% | 3.29 CHF | 3.30 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 323'020 CHF | 324'020 CHF | 100.00% | 100.00% |
16.05.2024 | 0.30% | 3.34 CHF | 3.35 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 335'687 CHF | 336'687 CHF | 99.99% | 99.99% |
15.05.2024 | 0.31% | 3.23 CHF | 3.24 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 319'227 CHF | 320'227 CHF | 99.99% | 99.99% |
14.05.2024 | 0.31% | 3.13 CHF | 3.14 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 319'206 CHF | 320'206 CHF | 99.92% | 99.92% |
13.05.2024 | 0.30% | 3.27 CHF | 3.28 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 329'562 CHF | 330'562 CHF | 100.00% | 100.00% |
10.05.2024 | 0.30% | 3.36 CHF | 3.37 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 332'117 CHF | 333'117 CHF | 98.61% | 98.61% |
08.05.2024 | 0.31% | 3.20 CHF | 3.21 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 320'399 CHF | 321'399 CHF | 100.00% | 100.00% |
07.05.2024 | 0.31% | 3.26 CHF | 3.27 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 324'472 CHF | 325'472 CHF | 100.00% | 100.00% |
06.05.2024 | 0.32% | 3.19 CHF | 3.20 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 313'440 CHF | 314'440 CHF | 100.00% | 100.00% |
03.05.2024 | 0.33% | 3.07 CHF | 3.08 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 298'932 CHF | 299'932 CHF | 99.87% | 99.87% |