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 | 0.23% | 4.43 CHF | 4.44 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 88'653 CHF | 88'853 CHF | 99.84% | 99.84% |
15.05.2024 | 0.22% | 4.40 CHF | 4.41 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 91'903 CHF | 92'103 CHF | 99.29% | 99.29% |
14.05.2024 | 0.21% | 4.65 CHF | 4.66 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 93'411 CHF | 93'611 CHF | 98.99% | 98.99% |
13.05.2024 | 0.22% | 4.50 CHF | 4.51 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 90'006 CHF | 90'206 CHF | 100.00% | 100.00% |
10.05.2024 | 0.22% | 4.67 CHF | 4.68 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 92'276 CHF | 92'476 CHF | 99.99% | 99.99% |
08.05.2024 | 0.22% | 4.63 CHF | 4.64 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 91'309 CHF | 91'509 CHF | 100.00% | 100.00% |
07.05.2024 | 0.20% | 4.65 CHF | 4.66 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 98'259 CHF | 98'459 CHF | 99.83% | 99.83% |
06.05.2024 | 0.20% | 5.01 CHF | 5.02 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 100'314 CHF | 100'514 CHF | 100.00% | 100.00% |
03.05.2024 | 0.20% | 5.02 CHF | 5.03 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 100'778 CHF | 100'978 CHF | 99.73% | 99.73% |
02.05.2024 | 0.19% | 5.18 CHF | 5.19 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 103'351 CHF | 103'551 CHF | 99.91% | 99.91% |