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 | 0.23% | 4.47 CHF | 4.48 CHF | 250'000 | 250'000 | 249'776 | 249'776 | 1'101'590 CHF | 1'104'090 CHF | 100.00% | 100.00% |
15.05.2024 | 0.26% | 4.20 CHF | 4.21 CHF | 250'000 | 250'000 | 249'327 | 249'327 | 967'313 CHF | 969'813 CHF | 99.90% | 99.90% |
14.05.2024 | 0.28% | 3.63 CHF | 3.64 CHF | 250'000 | 250'000 | 249'806 | 249'806 | 892'599 CHF | 895'099 CHF | 99.73% | 99.73% |
13.05.2024 | 0.27% | 3.60 CHF | 3.61 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 909'080 CHF | 911'580 CHF | 100.00% | 100.00% |
10.05.2024 | 0.28% | 3.49 CHF | 3.50 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 901'044 CHF | 903'544 CHF | 99.99% | 99.99% |
08.05.2024 | 0.32% | 3.19 CHF | 3.20 CHF | 250'000 | 250'000 | 249'962 | 249'962 | 789'884 CHF | 792'384 CHF | 99.67% | 99.67% |
07.05.2024 | 0.31% | 3.29 CHF | 3.30 CHF | 250'000 | 250'000 | 249'896 | 249'896 | 798'445 CHF | 800'945 CHF | 99.73% | 99.73% |
06.05.2024 | 0.36% | 2.88 CHF | 2.89 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 697'343 CHF | 699'843 CHF | 100.00% | 100.00% |
03.05.2024 | 0.44% | 2.37 CHF | 2.38 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 568'862 CHF | 571'362 CHF | 99.61% | 99.61% |
02.05.2024 | 0.56% | 1.78 CHF | 1.79 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 449'156 CHF | 451'656 CHF | 99.54% | 99.54% |