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 | 0.22% | 4.49 CHF | 4.50 CHF | 160'000 | 160'000 | 159'765 | 159'765 | 723'061 CHF | 724'661 CHF | 100.00% | 100.00% |
15.05.2024 | 0.23% | 4.52 CHF | 4.53 CHF | 160'000 | 160'000 | 159'707 | 159'707 | 703'246 CHF | 704'846 CHF | 99.83% | 99.83% |
14.05.2024 | 0.24% | 4.26 CHF | 4.27 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 675'351 CHF | 676'951 CHF | 99.86% | 99.86% |
13.05.2024 | 0.24% | 4.15 CHF | 4.16 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 673'438 CHF | 675'038 CHF | 99.45% | 99.45% |
10.05.2024 | 0.22% | 4.38 CHF | 4.39 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 710'921 CHF | 712'521 CHF | 100.00% | 100.00% |
08.05.2024 | 0.25% | 3.96 CHF | 3.97 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 632'781 CHF | 634'381 CHF | 99.29% | 99.29% |
07.05.2024 | 0.25% | 3.99 CHF | 4.00 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 637'925 CHF | 639'525 CHF | 100.00% | 100.00% |
06.05.2024 | 0.25% | 4.04 CHF | 4.05 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 643'202 CHF | 644'802 CHF | 100.00% | 100.00% |
03.05.2024 | 0.26% | 3.77 CHF | 3.78 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 612'252 CHF | 613'852 CHF | 98.18% | 98.18% |
02.05.2024 | 0.26% | 3.90 CHF | 3.91 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 620'046 CHF | 621'646 CHF | 100.00% | 100.00% |