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 | 0.33% | 3.05 CHF | 3.06 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 298'679 CHF | 299'679 CHF | 100.00% | 100.00% |
16.05.2024 | 0.32% | 3.10 CHF | 3.11 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 311'464 CHF | 312'464 CHF | 100.00% | 100.00% |
15.05.2024 | 0.34% | 2.99 CHF | 3.00 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 295'028 CHF | 296'028 CHF | 99.98% | 99.98% |
14.05.2024 | 0.34% | 2.89 CHF | 2.90 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 295'029 CHF | 296'029 CHF | 99.95% | 99.95% |
13.05.2024 | 0.33% | 3.03 CHF | 3.04 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 305'438 CHF | 306'438 CHF | 100.00% | 100.00% |
10.05.2024 | 0.32% | 3.12 CHF | 3.13 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 308'025 CHF | 309'025 CHF | 98.60% | 98.60% |
08.05.2024 | 0.34% | 2.96 CHF | 2.97 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 296'333 CHF | 297'333 CHF | 100.00% | 100.00% |
07.05.2024 | 0.33% | 3.02 CHF | 3.03 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 300'405 CHF | 301'405 CHF | 100.00% | 100.00% |
06.05.2024 | 0.34% | 2.95 CHF | 2.96 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 289'420 CHF | 290'420 CHF | 100.00% | 100.00% |
03.05.2024 | 0.36% | 2.83 CHF | 2.84 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 274'936 CHF | 275'936 CHF | 99.86% | 99.86% |