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 | 0.39% | 4.09 CHF | 4.10 CHF | 250'000 | 250'000 | 210'585 | 210'585 | 870'600 CHF | 873'002 CHF | 99.00% | 99.00% |
15.05.2024 | 0.50% | 4.10 CHF | 4.14 CHF | 50'000 | 50'000 | 183'459 | 183'459 | 733'558 CHF | 735'892 CHF | 97.71% | 97.71% |
14.05.2024 | 0.27% | 3.86 CHF | 3.87 CHF | 250'000 | 250'000 | 247'383 | 247'383 | 945'126 CHF | 947'620 CHF | 97.78% | 97.78% |
13.05.2024 | 0.28% | 3.75 CHF | 3.76 CHF | 250'000 | 250'000 | 246'257 | 246'257 | 938'026 CHF | 940'517 CHF | 99.93% | 99.93% |
10.05.2024 | 0.25% | 3.99 CHF | 4.00 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'012'780 CHF | 1'015'280 CHF | 98.41% | 98.41% |
08.05.2024 | 0.28% | 3.57 CHF | 3.58 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 888'799 CHF | 891'299 CHF | 100.00% | 100.00% |
07.05.2024 | 0.28% | 3.59 CHF | 3.60 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 896'732 CHF | 899'232 CHF | 99.88% | 99.88% |
06.05.2024 | 0.36% | 3.65 CHF | 3.66 CHF | 250'000 | 250'000 | 230'381 | 230'381 | 834'138 CHF | 836'589 CHF | 100.00% | 100.00% |
03.05.2024 | 0.44% | 3.39 CHF | 3.40 CHF | 250'000 | 250'000 | 215'119 | 215'119 | 741'779 CHF | 744'192 CHF | 97.16% | 97.16% |
02.05.2024 | 0.35% | 3.51 CHF | 3.52 CHF | 250'000 | 250'000 | 236'161 | 236'161 | 824'324 CHF | 826'789 CHF | 99.46% | 99.46% |