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 | 0.20% | 5.13 CHF | 5.14 CHF | 150'000 | 150'000 | 149'889 | 149'889 | 766'824 CHF | 768'324 CHF | 100.00% | 100.00% |
15.05.2024 | 0.21% | 5.04 CHF | 5.05 CHF | 150'000 | 150'000 | 149'703 | 149'703 | 720'809 CHF | 722'309 CHF | 99.83% | 99.83% |
14.05.2024 | 0.22% | 4.65 CHF | 4.66 CHF | 150'000 | 150'000 | 149'978 | 149'978 | 694'421 CHF | 695'921 CHF | 99.88% | 99.88% |
13.05.2024 | 0.22% | 4.53 CHF | 4.54 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 679'824 CHF | 681'324 CHF | 100.00% | 100.00% |
10.05.2024 | 0.21% | 4.54 CHF | 4.55 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 703'902 CHF | 705'402 CHF | 99.99% | 99.99% |
08.05.2024 | 0.24% | 4.18 CHF | 4.19 CHF | 150'000 | 150'000 | 149'966 | 149'966 | 617'415 CHF | 618'915 CHF | 99.29% | 99.29% |
07.05.2024 | 0.24% | 4.14 CHF | 4.15 CHF | 150'000 | 150'000 | 149'898 | 149'898 | 620'538 CHF | 622'038 CHF | 100.00% | 100.00% |
06.05.2024 | 0.25% | 4.11 CHF | 4.12 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 611'071 CHF | 612'571 CHF | 100.00% | 100.00% |
03.05.2024 | 0.26% | 3.70 CHF | 3.71 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 566'063 CHF | 567'563 CHF | 98.70% | 98.70% |
02.05.2024 | 0.27% | 3.86 CHF | 3.87 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 561'723 CHF | 563'223 CHF | 99.99% | 99.99% |