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 | 0.22% | 4.56 CHF | 4.57 CHF | 150'000 | 150'000 | 149'880 | 149'888 | 681'441 CHF | 682'977 CHF | 100.00% | 100.00% |
15.05.2024 | 0.24% | 4.47 CHF | 4.48 CHF | 150'000 | 150'000 | 149'713 | 149'713 | 635'432 CHF | 636'932 CHF | 99.83% | 99.83% |
14.05.2024 | 0.25% | 4.08 CHF | 4.09 CHF | 150'000 | 150'000 | 149'969 | 149'969 | 608'574 CHF | 610'074 CHF | 99.88% | 99.88% |
13.05.2024 | 0.25% | 3.95 CHF | 3.96 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 594'118 CHF | 595'618 CHF | 100.00% | 100.00% |
10.05.2024 | 0.24% | 3.97 CHF | 3.98 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 618'112 CHF | 619'612 CHF | 100.00% | 100.00% |
08.05.2024 | 0.28% | 3.61 CHF | 3.62 CHF | 150'000 | 150'000 | 149'968 | 149'965 | 531'524 CHF | 533'014 CHF | 99.29% | 99.29% |
07.05.2024 | 0.28% | 3.57 CHF | 3.58 CHF | 150'000 | 150'000 | 149'898 | 149'898 | 534'805 CHF | 536'305 CHF | 100.00% | 100.00% |
06.05.2024 | 0.29% | 3.54 CHF | 3.55 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 525'483 CHF | 526'983 CHF | 100.00% | 100.00% |
03.05.2024 | 0.31% | 3.13 CHF | 3.14 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 480'358 CHF | 481'858 CHF | 98.72% | 98.72% |
02.05.2024 | 0.32% | 3.28 CHF | 3.29 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 475'466 CHF | 476'966 CHF | 99.99% | 99.99% |