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 | 0.36% | 3.73 CHF | 3.75 CHF | 150'000 | 150'000 | 149'658 | 149'658 | 557'103 CHF | 559'113 CHF | 99.17% | 99.17% |
15.05.2024 | 0.41% | 3.79 CHF | 3.80 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 580'247 CHF | 582'627 CHF | 100.00% | 100.00% |
14.05.2024 | 0.34% | 3.94 CHF | 3.96 CHF | 125'000 | 125'000 | 124'683 | 124'683 | 497'810 CHF | 499'528 CHF | 100.00% | 100.00% |
13.05.2024 | 0.36% | 3.99 CHF | 4.00 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 498'990 CHF | 500'814 CHF | 100.00% | 100.00% |
10.05.2024 | 0.37% | 4.03 CHF | 4.04 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 506'917 CHF | 508'788 CHF | 100.00% | 100.00% |
08.05.2024 | 0.32% | 4.26 CHF | 4.28 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 535'264 CHF | 536'958 CHF | 100.00% | 100.00% |
07.05.2024 | 0.35% | 4.36 CHF | 4.38 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 445'910 CHF | 447'466 CHF | 100.00% | 100.00% |
06.05.2024 | 0.32% | 4.68 CHF | 4.70 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 466'000 CHF | 467'491 CHF | 100.00% | 100.00% |
03.05.2024 | 0.33% | 4.79 CHF | 4.80 CHF | 100'000 | 100'000 | 99'788 | 99'788 | 478'093 CHF | 479'668 CHF | 100.00% | 100.00% |
02.05.2024 | 0.33% | 4.90 CHF | 4.91 CHF | 100'000 | 100'000 | 99'537 | 99'537 | 480'273 CHF | 481'842 CHF | 100.00% | 100.00% |