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% | 4.89 CHF | 4.90 CHF | 250'000 | 250'000 | 249'802 | 249'802 | 1'231'860 CHF | 1'234'360 CHF | 100.00% | 100.00% |
15.05.2024 | 0.21% | 4.92 CHF | 4.93 CHF | 250'000 | 250'000 | 249'541 | 249'541 | 1'199'470 CHF | 1'201'970 CHF | 99.83% | 99.83% |
14.05.2024 | 0.22% | 4.67 CHF | 4.68 CHF | 250'000 | 250'000 | 249'949 | 249'949 | 1'156'230 CHF | 1'158'730 CHF | 99.88% | 99.88% |
13.05.2024 | 0.22% | 4.55 CHF | 4.56 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'153'410 CHF | 1'155'910 CHF | 99.45% | 99.45% |
10.05.2024 | 0.21% | 4.79 CHF | 4.80 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'213'800 CHF | 1'216'300 CHF | 100.00% | 100.00% |
08.05.2024 | 0.23% | 4.37 CHF | 4.38 CHF | 250'000 | 250'000 | 249'938 | 249'938 | 1'089'450 CHF | 1'091'950 CHF | 99.29% | 99.29% |
07.05.2024 | 0.23% | 4.39 CHF | 4.40 CHF | 250'000 | 250'000 | 249'824 | 249'824 | 1'096'990 CHF | 1'099'490 CHF | 100.00% | 100.00% |
06.05.2024 | 0.23% | 4.45 CHF | 4.46 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'106'740 CHF | 1'109'240 CHF | 100.00% | 100.00% |
03.05.2024 | 0.24% | 4.19 CHF | 4.20 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'060'060 CHF | 1'062'560 CHF | 98.15% | 98.15% |
02.05.2024 | 0.23% | 4.31 CHF | 4.32 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'073'040 CHF | 1'075'540 CHF | 99.97% | 99.97% |