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% | 4.68 CHF | 4.69 CHF | 250'000 | 250'000 | 210'512 | 210'512 | 993'984 CHF | 996'385 CHF | 98.82% | 98.82% |
15.05.2024 | 0.43% | 4.69 CHF | 4.73 CHF | 50'000 | 50'000 | 183'457 | 183'457 | 841'629 CHF | 843'962 CHF | 97.71% | 97.71% |
14.05.2024 | 0.24% | 4.45 CHF | 4.46 CHF | 250'000 | 250'000 | 247'383 | 247'383 | 1'091'210 CHF | 1'093'700 CHF | 97.88% | 97.88% |
13.05.2024 | 0.24% | 4.34 CHF | 4.35 CHF | 250'000 | 250'000 | 246'257 | 246'257 | 1'083'230 CHF | 1'085'720 CHF | 99.93% | 99.93% |
10.05.2024 | 0.22% | 4.58 CHF | 4.59 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'160'090 CHF | 1'162'590 CHF | 98.68% | 98.68% |
08.05.2024 | 0.24% | 4.15 CHF | 4.16 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'035'700 CHF | 1'038'200 CHF | 100.00% | 100.00% |
07.05.2024 | 0.24% | 4.18 CHF | 4.19 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'044'030 CHF | 1'046'530 CHF | 99.89% | 99.89% |
06.05.2024 | 0.31% | 4.23 CHF | 4.24 CHF | 250'000 | 250'000 | 230'381 | 230'381 | 969'514 CHF | 971'965 CHF | 100.00% | 100.00% |
03.05.2024 | 0.38% | 3.97 CHF | 3.98 CHF | 250'000 | 250'000 | 215'159 | 215'159 | 867'472 CHF | 869'885 CHF | 97.06% | 97.06% |
02.05.2024 | 0.30% | 4.10 CHF | 4.11 CHF | 250'000 | 250'000 | 236'122 | 236'122 | 963'165 CHF | 965'630 CHF | 99.34% | 99.34% |