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% | 4.40 CHF | 4.41 CHF | 75'000 | 75'000 | 74'928 | 74'928 | 335'760 CHF | 336'510 CHF | 100.00% | 100.00% |
15.05.2024 | 0.24% | 4.29 CHF | 4.30 CHF | 75'000 | 75'000 | 74'846 | 74'846 | 313'302 CHF | 314'052 CHF | 100.00% | 100.00% |
14.05.2024 | 0.24% | 4.18 CHF | 4.19 CHF | 75'000 | 75'000 | 74'981 | 74'981 | 310'665 CHF | 311'415 CHF | 99.81% | 99.81% |
13.05.2024 | 0.25% | 4.05 CHF | 4.06 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 302'253 CHF | 303'003 CHF | 100.00% | 100.00% |
10.05.2024 | 0.24% | 4.11 CHF | 4.12 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 313'186 CHF | 313'936 CHF | 100.00% | 100.00% |
08.05.2024 | 0.24% | 4.18 CHF | 4.19 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 312'300 CHF | 313'050 CHF | 99.77% | 99.77% |
07.05.2024 | 0.22% | 4.45 CHF | 4.46 CHF | 75'000 | 75'000 | 74'942 | 74'942 | 336'103 CHF | 336'853 CHF | 98.42% | 98.42% |
06.05.2024 | 0.23% | 4.49 CHF | 4.50 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 331'226 CHF | 331'976 CHF | 100.00% | 100.00% |
03.05.2024 | 0.25% | 4.12 CHF | 4.13 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 303'383 CHF | 304'133 CHF | 99.89% | 99.89% |
02.05.2024 | 0.24% | 4.04 CHF | 4.05 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 308'855 CHF | 309'605 CHF | 99.58% | 99.58% |