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 | 0.34% | 2.97 CHF | 2.98 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 290'203 CHF | 291'203 CHF | 99.99% | 99.99% |
16.05.2024 | 0.33% | 3.01 CHF | 3.02 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 303'029 CHF | 304'029 CHF | 100.00% | 100.00% |
15.05.2024 | 0.35% | 2.90 CHF | 2.91 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 286'602 CHF | 287'602 CHF | 99.98% | 99.98% |
14.05.2024 | 0.35% | 2.81 CHF | 2.82 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 286'614 CHF | 287'614 CHF | 99.89% | 99.89% |
13.05.2024 | 0.34% | 2.94 CHF | 2.95 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 297'038 CHF | 298'038 CHF | 100.00% | 100.00% |
10.05.2024 | 0.33% | 3.04 CHF | 3.05 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 299'636 CHF | 300'636 CHF | 98.60% | 98.60% |
08.05.2024 | 0.35% | 2.87 CHF | 2.88 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 287'953 CHF | 288'953 CHF | 100.00% | 100.00% |
07.05.2024 | 0.34% | 2.93 CHF | 2.94 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 292'024 CHF | 293'024 CHF | 100.00% | 100.00% |
06.05.2024 | 0.36% | 2.87 CHF | 2.88 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 281'055 CHF | 282'055 CHF | 100.00% | 100.00% |
03.05.2024 | 0.37% | 2.74 CHF | 2.75 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 266'582 CHF | 267'582 CHF | 99.88% | 99.88% |