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 | 0.22% | 4.42 CHF | 4.43 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 453'419 CHF | 454'419 CHF | 99.84% | 99.84% |
22.05.2024 | 0.23% | 4.33 CHF | 4.34 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 426'388 CHF | 427'388 CHF | 100.00% | 100.00% |
21.05.2024 | 0.24% | 4.16 CHF | 4.17 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 414'049 CHF | 415'049 CHF | 100.00% | 100.00% |
17.05.2024 | 0.25% | 3.99 CHF | 4.00 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 399'308 CHF | 400'308 CHF | 100.00% | 100.00% |
16.05.2024 | 0.24% | 4.13 CHF | 4.14 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 407'744 CHF | 408'744 CHF | 100.00% | 100.00% |
15.05.2024 | 0.28% | 3.86 CHF | 3.87 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 359'703 CHF | 360'703 CHF | 97.33% | 97.33% |
14.05.2024 | 0.30% | 3.44 CHF | 3.45 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 334'452 CHF | 335'452 CHF | 98.15% | 98.15% |
13.05.2024 | 0.30% | 3.36 CHF | 3.37 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 334'279 CHF | 335'279 CHF | 100.00% | 100.00% |
10.05.2024 | 0.30% | 3.22 CHF | 3.23 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 331'149 CHF | 332'149 CHF | 100.00% | 100.00% |
08.05.2024 | 0.32% | 3.17 CHF | 3.18 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 312'987 CHF | 313'987 CHF | 100.00% | 100.00% |