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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 0.37% | 2.65 CHF | 2.66 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 268'150 CHF | 269'150 CHF | 97.63% | 97.63% |
15.05.2024 | 0.37% | 2.72 CHF | 2.73 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 267'705 CHF | 268'705 CHF | 97.20% | 97.20% |
14.05.2024 | 0.38% | 2.67 CHF | 2.68 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 264'379 CHF | 265'379 CHF | 95.07% | 95.07% |
13.05.2024 | 0.38% | 2.66 CHF | 2.67 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 264'508 CHF | 265'508 CHF | 96.50% | 96.50% |
10.05.2024 | 0.38% | 2.63 CHF | 2.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 266'122 CHF | 267'122 CHF | 98.44% | 98.44% |
08.05.2024 | 0.40% | 2.52 CHF | 2.53 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 251'228 CHF | 252'228 CHF | 98.41% | 98.41% |
07.05.2024 | 0.42% | 2.46 CHF | 2.47 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 239'255 CHF | 240'255 CHF | 98.27% | 98.27% |
06.05.2024 | 0.44% | 2.31 CHF | 2.32 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 229'228 CHF | 230'228 CHF | 98.79% | 98.79% |
03.05.2024 | 0.45% | 2.20 CHF | 2.21 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 220'973 CHF | 221'973 CHF | 97.73% | 97.73% |
02.05.2024 | 0.46% | 2.16 CHF | 2.17 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 216'879 CHF | 217'879 CHF | 99.16% | 99.16% |