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 | 0.62% | 4.95 CHF | 4.98 CHF | 40'000 | 40'000 | 39'928 | 39'928 | 193'746 CHF | 194'946 CHF | 100.00% | 100.00% |
14.05.2024 | 0.62% | 4.85 CHF | 4.88 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 192'252 CHF | 193'452 CHF | 99.80% | 99.80% |
13.05.2024 | 0.64% | 4.72 CHF | 4.75 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 187'783 CHF | 188'983 CHF | 100.00% | 100.00% |
10.05.2024 | 0.62% | 4.76 CHF | 4.79 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 193'399 CHF | 194'599 CHF | 100.00% | 100.00% |
08.05.2024 | 0.62% | 4.84 CHF | 4.87 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 193'051 CHF | 194'251 CHF | 99.77% | 99.77% |
07.05.2024 | 0.58% | 5.11 CHF | 5.14 CHF | 40'000 | 40'000 | 39'974 | 39'974 | 205'758 CHF | 206'958 CHF | 98.43% | 98.43% |
06.05.2024 | 0.59% | 5.16 CHF | 5.19 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 203'328 CHF | 204'528 CHF | 100.00% | 100.00% |
03.05.2024 | 0.63% | 4.79 CHF | 4.82 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 188'721 CHF | 189'921 CHF | 99.87% | 99.87% |
02.05.2024 | 0.63% | 4.72 CHF | 4.75 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 191'346 CHF | 192'546 CHF | 99.56% | 99.56% |
30.04.2024 | 0.61% | 4.83 CHF | 4.86 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 197'432 CHF | 198'632 CHF | 99.98% | 99.98% |