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% | 3.99 CHF | 4.00 CHF | 42'000 | 42'000 | 41'818 | 41'818 | 167'486 CHF | 167'906 CHF | 100.00% | 100.00% |
22.05.2024 | 0.25% | 3.94 CHF | 3.95 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 168'979 CHF | 169'399 CHF | 100.00% | 100.00% |
21.05.2024 | 0.25% | 4.03 CHF | 4.04 CHF | 42'000 | 42'000 | 41'962 | 41'962 | 168'024 CHF | 168'444 CHF | 99.99% | 99.99% |
17.05.2024 | 0.25% | 3.99 CHF | 4.00 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 169'290 CHF | 169'710 CHF | 99.33% | 99.33% |
16.05.2024 | 0.25% | 3.99 CHF | 4.00 CHF | 42'000 | 42'000 | 41'967 | 41'967 | 167'536 CHF | 167'956 CHF | 100.00% | 100.00% |
15.05.2024 | 0.25% | 3.98 CHF | 3.99 CHF | 42'000 | 42'000 | 41'970 | 41'970 | 167'370 CHF | 167'790 CHF | 99.99% | 99.99% |
14.05.2024 | 0.26% | 4.00 CHF | 4.01 CHF | 42'000 | 42'000 | 42'883 | 42'883 | 167'768 CHF | 168'196 CHF | 100.00% | 100.00% |
13.05.2024 | 0.26% | 3.87 CHF | 3.88 CHF | 43'000 | 43'000 | 43'000 | 43'000 | 167'393 CHF | 167'823 CHF | 100.00% | 100.00% |
10.05.2024 | 0.25% | 3.88 CHF | 3.89 CHF | 43'000 | 43'000 | 42'686 | 42'686 | 168'397 CHF | 168'824 CHF | 100.00% | 100.00% |
08.05.2024 | 0.26% | 3.87 CHF | 3.88 CHF | 43'000 | 43'000 | 42'990 | 42'990 | 166'666 CHF | 167'096 CHF | 99.08% | 99.08% |