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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.25% | 4.13 CHF | 4.14 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 400'051 CHF | 401'051 CHF | 97.33% | 97.33% |
14.05.2024 | 0.26% | 3.92 CHF | 3.93 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 388'000 CHF | 389'000 CHF | 98.20% | 98.20% |
13.05.2024 | 0.26% | 3.89 CHF | 3.90 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 387'603 CHF | 388'603 CHF | 100.00% | 100.00% |
10.05.2024 | 0.26% | 3.82 CHF | 3.83 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 385'974 CHF | 386'974 CHF | 100.00% | 100.00% |
08.05.2024 | 0.26% | 3.79 CHF | 3.80 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 377'370 CHF | 378'370 CHF | 100.00% | 100.00% |
07.05.2024 | 0.26% | 3.84 CHF | 3.85 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 378'300 CHF | 379'300 CHF | 100.00% | 100.00% |
06.05.2024 | 0.27% | 3.69 CHF | 3.70 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 365'407 CHF | 366'407 CHF | 100.00% | 100.00% |
03.05.2024 | 0.29% | 3.52 CHF | 3.53 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 344'814 CHF | 345'814 CHF | 96.96% | 96.96% |
02.05.2024 | 0.31% | 3.24 CHF | 3.25 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 324'306 CHF | 325'306 CHF | 100.00% | 100.00% |
30.04.2024 | 0.28% | 3.44 CHF | 3.45 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 352'228 CHF | 353'228 CHF | 99.74% | 99.74% |