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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.21% | 4.74 CHF | 4.75 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 379'198 CHF | 379'998 CHF | 100.00% | 100.00% |
16.05.2024 | 0.21% | 4.92 CHF | 4.93 CHF | 80'000 | 80'000 | 79'875 | 79'875 | 388'371 CHF | 389'171 CHF | 100.00% | 100.00% |
15.05.2024 | 0.25% | 4.67 CHF | 4.68 CHF | 80'000 | 80'000 | 76'900 | 76'900 | 336'313 CHF | 337'103 CHF | 99.89% | 99.89% |
14.05.2024 | 0.24% | 4.15 CHF | 4.16 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 328'238 CHF | 329'038 CHF | 99.70% | 99.70% |
13.05.2024 | 0.24% | 4.12 CHF | 4.13 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 332'836 CHF | 333'636 CHF | 100.00% | 100.00% |
10.05.2024 | 0.24% | 4.05 CHF | 4.06 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 332'710 CHF | 333'510 CHF | 99.99% | 99.99% |
08.05.2024 | 0.27% | 3.81 CHF | 3.82 CHF | 90'000 | 90'000 | 89'494 | 89'494 | 339'140 CHF | 340'040 CHF | 99.67% | 99.67% |
07.05.2024 | 0.26% | 3.91 CHF | 3.92 CHF | 90'000 | 90'000 | 89'956 | 89'956 | 343'615 CHF | 344'515 CHF | 99.75% | 99.75% |
06.05.2024 | 0.29% | 3.56 CHF | 3.57 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 314'006 CHF | 314'906 CHF | 100.00% | 100.00% |
03.05.2024 | 0.32% | 3.16 CHF | 3.17 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 278'967 CHF | 279'867 CHF | 99.52% | 99.52% |