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 | 0.24% | 4.13 CHF | 4.14 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 420'216 CHF | 421'216 CHF | 98.94% | 98.94% |
15.05.2024 | 0.25% | 4.28 CHF | 4.29 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 421'951 CHF | 423'003 CHF | 98.05% | 98.05% |
14.05.2024 | 0.24% | 4.15 CHF | 4.16 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 413'008 CHF | 414'008 CHF | 97.90% | 97.90% |
13.05.2024 | 0.24% | 4.16 CHF | 4.17 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 414'886 CHF | 415'886 CHF | 75.61% | 75.61% |
10.05.2024 | 0.24% | 4.17 CHF | 4.18 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 420'182 CHF | 421'182 CHF | 97.36% | 97.36% |
08.05.2024 | 0.25% | 3.96 CHF | 3.97 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 397'068 CHF | 398'068 CHF | 99.96% | 99.96% |
07.05.2024 | 0.26% | 3.93 CHF | 3.94 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 381'828 CHF | 382'828 CHF | 99.75% | 99.75% |
06.05.2024 | 0.27% | 3.70 CHF | 3.71 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 366'926 CHF | 367'926 CHF | 99.88% | 99.88% |
03.05.2024 | 0.28% | 3.56 CHF | 3.57 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 356'243 CHF | 357'243 CHF | 97.45% | 97.45% |
02.05.2024 | 0.28% | 3.53 CHF | 3.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 353'301 CHF | 354'301 CHF | 99.48% | 99.48% |