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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 0.28% | 3.60 CHF | 3.61 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 362'750 CHF | 363'750 CHF | 95.35% | 95.35% |
22.05.2024 | 0.28% | 3.58 CHF | 3.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 358'564 CHF | 359'564 CHF | 96.49% | 96.49% |
21.05.2024 | 0.28% | 3.62 CHF | 3.63 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 360'485 CHF | 361'485 CHF | 95.34% | 95.34% |
17.05.2024 | 0.28% | 3.64 CHF | 3.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 360'378 CHF | 361'378 CHF | 96.15% | 96.15% |
16.05.2024 | 0.27% | 3.63 CHF | 3.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 365'898 CHF | 366'898 CHF | 97.68% | 97.68% |
15.05.2024 | 0.27% | 3.70 CHF | 3.71 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 365'398 CHF | 366'398 CHF | 97.19% | 97.19% |
14.05.2024 | 0.28% | 3.64 CHF | 3.65 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 361'904 CHF | 362'904 CHF | 95.16% | 95.16% |
13.05.2024 | 0.28% | 3.63 CHF | 3.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 361'813 CHF | 362'813 CHF | 96.48% | 96.48% |
10.05.2024 | 0.27% | 3.61 CHF | 3.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 363'422 CHF | 364'422 CHF | 98.34% | 98.34% |
08.05.2024 | 0.29% | 3.49 CHF | 3.50 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 348'417 CHF | 349'417 CHF | 98.39% | 98.39% |