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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 0.25% | 3.91 CHF | 3.92 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 885'565 CHF | 295'938 CHF | 96.05% | 96.05% |
22.05.2024 | 0.25% | 3.86 CHF | 3.87 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 890'579 CHF | 297'610 CHF | 99.50% | 99.50% |
21.05.2024 | 0.25% | 3.97 CHF | 3.98 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 885'848 CHF | 296'033 CHF | 96.88% | 96.88% |
17.05.2024 | 0.25% | 3.93 CHF | 3.94 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 893'291 CHF | 298'514 CHF | 99.59% | 99.59% |
16.05.2024 | 0.25% | 3.92 CHF | 3.93 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 883'138 CHF | 295'129 CHF | 99.54% | 99.54% |
15.05.2024 | 0.25% | 3.91 CHF | 3.92 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 882'863 CHF | 295'038 CHF | 99.65% | 99.65% |
14.05.2024 | 0.26% | 3.93 CHF | 3.94 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 862'239 CHF | 288'163 CHF | 99.63% | 99.63% |
13.05.2024 | 0.26% | 3.78 CHF | 3.79 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 856'924 CHF | 286'391 CHF | 98.99% | 98.99% |
10.05.2024 | 0.26% | 3.80 CHF | 3.81 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 871'550 CHF | 291'266 CHF | 99.55% | 99.55% |
08.05.2024 | 0.26% | 3.79 CHF | 3.80 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 853'997 CHF | 285'416 CHF | 99.49% | 99.49% |