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 | 0.73% | 4.17 CHF | 4.20 CHF | 40'000 | 40'000 | 39'928 | 39'928 | 164'016 CHF | 165'216 CHF | 100.00% | 100.00% |
14.05.2024 | 0.73% | 4.10 CHF | 4.13 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 163'001 CHF | 164'201 CHF | 99.81% | 99.81% |
13.05.2024 | 0.75% | 4.01 CHF | 4.04 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 159'837 CHF | 161'037 CHF | 100.00% | 100.00% |
10.05.2024 | 0.72% | 4.06 CHF | 4.09 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 165'355 CHF | 166'555 CHF | 100.00% | 100.00% |
08.05.2024 | 0.72% | 4.16 CHF | 4.19 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 165'839 CHF | 167'039 CHF | 99.77% | 99.77% |
07.05.2024 | 0.68% | 4.39 CHF | 4.42 CHF | 40'000 | 40'000 | 39'972 | 39'972 | 176'663 CHF | 177'863 CHF | 98.97% | 98.97% |
06.05.2024 | 0.69% | 4.42 CHF | 4.45 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 174'557 CHF | 175'757 CHF | 100.00% | 100.00% |
03.05.2024 | 0.73% | 4.13 CHF | 4.16 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 163'186 CHF | 164'386 CHF | 99.90% | 99.90% |
02.05.2024 | 0.72% | 4.09 CHF | 4.12 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 165'881 CHF | 167'081 CHF | 99.61% | 99.61% |
30.04.2024 | 0.70% | 4.21 CHF | 4.24 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 171'913 CHF | 173'113 CHF | 100.00% | 100.00% |