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% | 4.26 CHF | 4.27 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 973'319 CHF | 325'190 CHF | 97.69% | 97.69% |
15.05.2024 | 0.23% | 4.40 CHF | 4.41 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 971'937 CHF | 324'729 CHF | 97.23% | 97.23% |
14.05.2024 | 0.23% | 4.30 CHF | 4.31 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 957'524 CHF | 319'925 CHF | 95.12% | 95.12% |
13.05.2024 | 0.23% | 4.28 CHF | 4.29 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 958'491 CHF | 320'247 CHF | 96.52% | 96.52% |
10.05.2024 | 0.23% | 4.24 CHF | 4.25 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 966'097 CHF | 322'782 CHF | 98.41% | 98.41% |
08.05.2024 | 0.25% | 4.01 CHF | 4.02 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 900'171 CHF | 300'807 CHF | 98.36% | 98.36% |
07.05.2024 | 0.27% | 3.90 CHF | 3.91 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 847'196 CHF | 283'149 CHF | 98.28% | 98.28% |
06.05.2024 | 0.28% | 3.60 CHF | 3.61 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 802'994 CHF | 268'415 CHF | 98.83% | 98.83% |
03.05.2024 | 0.29% | 3.39 CHF | 3.40 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 767'099 CHF | 256'450 CHF | 97.68% | 97.68% |
02.05.2024 | 0.30% | 3.32 CHF | 3.33 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 749'837 CHF | 250'696 CHF | 99.12% | 99.12% |