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 | 0.24% | 4.08 CHF | 4.09 CHF | 160'000 | 160'000 | 159'770 | 159'770 | 657'380 CHF | 658'980 CHF | 100.00% | 100.00% |
15.05.2024 | 0.25% | 4.11 CHF | 4.12 CHF | 160'000 | 160'000 | 159'693 | 159'693 | 637'810 CHF | 639'410 CHF | 99.83% | 99.83% |
14.05.2024 | 0.26% | 3.85 CHF | 3.86 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 610'208 CHF | 611'808 CHF | 99.87% | 99.87% |
13.05.2024 | 0.26% | 3.74 CHF | 3.75 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 607'808 CHF | 609'408 CHF | 99.45% | 99.45% |
10.05.2024 | 0.25% | 3.96 CHF | 3.97 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 644'903 CHF | 646'503 CHF | 100.00% | 100.00% |
08.05.2024 | 0.28% | 3.56 CHF | 3.57 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 568'488 CHF | 570'088 CHF | 99.29% | 99.29% |
07.05.2024 | 0.28% | 3.59 CHF | 3.60 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 573'543 CHF | 575'143 CHF | 100.00% | 100.00% |
06.05.2024 | 0.28% | 3.64 CHF | 3.65 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 578'708 CHF | 580'308 CHF | 100.00% | 100.00% |
03.05.2024 | 0.29% | 3.38 CHF | 3.39 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 549'586 CHF | 551'186 CHF | 98.18% | 98.18% |
02.05.2024 | 0.29% | 3.50 CHF | 3.51 CHF | 160'000 | 160'000 | 160'000 | 160'000 | 556'362 CHF | 557'962 CHF | 100.00% | 100.00% |