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 | 0.34% | 2.89 CHF | 2.90 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 290'893 CHF | 291'893 CHF | 99.26% | 99.26% |
15.05.2024 | 0.36% | 2.93 CHF | 2.94 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 277'545 CHF | 278'545 CHF | 99.39% | 99.39% |
14.05.2024 | 0.38% | 2.63 CHF | 2.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 263'343 CHF | 264'343 CHF | 99.17% | 99.17% |
13.05.2024 | 0.39% | 2.63 CHF | 2.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 255'043 CHF | 256'043 CHF | 99.39% | 99.39% |
10.05.2024 | 0.39% | 2.61 CHF | 2.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 257'294 CHF | 258'294 CHF | 99.38% | 99.38% |
08.05.2024 | 0.44% | 2.31 CHF | 2.32 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 226'896 CHF | 227'896 CHF | 99.39% | 99.39% |
07.05.2024 | 0.55% | 1.85 CHF | 1.86 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 182'996 CHF | 183'996 CHF | 99.23% | 99.23% |
06.05.2024 | 0.55% | 1.84 CHF | 1.85 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 181'165 CHF | 182'165 CHF | 99.22% | 99.22% |
03.05.2024 | 0.58% | 1.75 CHF | 1.76 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 170'902 CHF | 171'902 CHF | 99.31% | 99.31% |
02.05.2024 | 0.60% | 1.70 CHF | 1.71 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 167'570 CHF | 168'570 CHF | 99.38% | 99.38% |