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 | 0.32% | 3.19 CHF | 3.20 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 313'112 CHF | 314'112 CHF | 100.00% | 100.00% |
16.05.2024 | 0.31% | 3.24 CHF | 3.25 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 325'828 CHF | 326'828 CHF | 100.00% | 100.00% |
15.05.2024 | 0.32% | 3.13 CHF | 3.14 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 309'376 CHF | 310'376 CHF | 99.99% | 99.99% |
14.05.2024 | 0.32% | 3.04 CHF | 3.05 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 309'365 CHF | 310'365 CHF | 99.94% | 99.94% |
13.05.2024 | 0.31% | 3.17 CHF | 3.18 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 319'742 CHF | 320'742 CHF | 100.00% | 100.00% |
10.05.2024 | 0.31% | 3.26 CHF | 3.27 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 322'310 CHF | 323'310 CHF | 98.60% | 98.60% |
08.05.2024 | 0.32% | 3.10 CHF | 3.11 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 310'603 CHF | 311'603 CHF | 100.00% | 100.00% |
07.05.2024 | 0.32% | 3.16 CHF | 3.17 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 314'676 CHF | 315'676 CHF | 100.00% | 100.00% |
06.05.2024 | 0.33% | 3.10 CHF | 3.11 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 303'662 CHF | 304'662 CHF | 100.00% | 100.00% |
03.05.2024 | 0.35% | 2.97 CHF | 2.98 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 289'161 CHF | 290'161 CHF | 99.83% | 99.83% |