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% | 4.23 CHF | 4.24 CHF | 160'000 | 160'000 | 159'772 | 159'772 | 682'767 CHF | 684'367 CHF | 100.00% | 100.00% |
15.05.2024 | 0.24% | 4.27 CHF | 4.28 CHF | 160'000 | 160'000 | 159'709 | 159'709 | 662'748 CHF | 664'348 CHF | 99.83% | 99.83% |
14.05.2024 | 0.25% | 4.01 CHF | 4.02 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 634'503 CHF | 636'103 CHF | 99.89% | 99.89% |
13.05.2024 | 0.25% | 3.89 CHF | 3.90 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 632'520 CHF | 634'120 CHF | 99.45% | 99.45% |
10.05.2024 | 0.24% | 4.12 CHF | 4.13 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 669'646 CHF | 671'246 CHF | 100.00% | 100.00% |
08.05.2024 | 0.27% | 3.70 CHF | 3.71 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 590'451 CHF | 592'051 CHF | 99.29% | 99.29% |
07.05.2024 | 0.27% | 3.72 CHF | 3.73 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 595'505 CHF | 597'105 CHF | 100.00% | 100.00% |
06.05.2024 | 0.27% | 3.78 CHF | 3.79 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 601'175 CHF | 602'775 CHF | 100.00% | 100.00% |
03.05.2024 | 0.28% | 3.51 CHF | 3.52 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 570'559 CHF | 572'159 CHF | 98.18% | 98.18% |
02.05.2024 | 0.28% | 3.63 CHF | 3.64 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 577'011 CHF | 578'611 CHF | 99.99% | 99.99% |