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% | 4.75 CHF | 4.76 CHF | 75'000 | 25'000 | 75'000 | 25'000 | 356'020 CHF | 118'923 CHF | 98.87% | 98.87% |
16.05.2024 | 0.21% | 4.91 CHF | 4.92 CHF | 75'000 | 25'000 | 75'000 | 25'000 | 364'711 CHF | 121'820 CHF | 98.12% | 98.12% |
15.05.2024 | 0.23% | 4.68 CHF | 4.69 CHF | 75'000 | 25'000 | 75'000 | 25'000 | 329'419 CHF | 110'056 CHF | 97.86% | 97.86% |
14.05.2024 | 0.24% | 4.17 CHF | 4.18 CHF | 75'000 | 25'000 | 75'000 | 25'000 | 308'955 CHF | 103'235 CHF | 93.69% | 93.69% |
13.05.2024 | 0.24% | 4.13 CHF | 4.14 CHF | 75'000 | 25'000 | 75'000 | 25'000 | 312'326 CHF | 104'359 CHF | 98.36% | 98.36% |
10.05.2024 | 0.24% | 4.07 CHF | 4.08 CHF | 75'000 | 25'000 | 75'000 | 25'000 | 312'932 CHF | 104'561 CHF | 99.39% | 99.39% |
08.05.2024 | 0.26% | 3.81 CHF | 3.82 CHF | 75'000 | 25'000 | 75'000 | 25'000 | 284'811 CHF | 95'187 CHF | 98.87% | 98.87% |
07.05.2024 | 0.26% | 3.92 CHF | 3.93 CHF | 75'000 | 25'000 | 75'000 | 25'000 | 286'509 CHF | 95'753 CHF | 97.55% | 97.55% |
06.05.2024 | 0.29% | 3.59 CHF | 3.60 CHF | 75'000 | 25'000 | 75'000 | 25'000 | 262'279 CHF | 87'676 CHF | 98.42% | 98.42% |
03.05.2024 | 0.32% | 3.17 CHF | 3.18 CHF | 75'000 | 25'000 | 75'000 | 25'000 | 232'156 CHF | 77'635 CHF | 97.65% | 97.65% |