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 | 0.22% | 4.61 CHF | 4.62 CHF | 40'000 | 40'000 | 39'625 | 39'625 | 179'836 CHF | 180'232 CHF | 100.00% | 100.00% |
14.05.2024 | 0.22% | 4.55 CHF | 4.56 CHF | 40'000 | 40'000 | 39'752 | 39'752 | 181'903 CHF | 182'301 CHF | 98.95% | 98.95% |
13.05.2024 | 0.22% | 4.55 CHF | 4.56 CHF | 40'000 | 40'000 | 39'625 | 39'625 | 181'417 CHF | 181'813 CHF | 100.00% | 100.00% |
10.05.2024 | 0.22% | 4.58 CHF | 4.59 CHF | 40'000 | 40'000 | 39'719 | 39'591 | 180'829 CHF | 180'646 CHF | 87.82% | 93.92% |
08.05.2024 | 0.23% | 4.47 CHF | 4.48 CHF | 40'000 | 40'000 | 39'623 | 39'623 | 174'169 CHF | 174'566 CHF | 100.00% | 100.00% |
07.05.2024 | 0.24% | 4.28 CHF | 4.29 CHF | 40'000 | 40'000 | 39'624 | 39'624 | 167'606 CHF | 167'999 CHF | 99.84% | 99.84% |
06.05.2024 | 0.23% | 4.22 CHF | 4.23 CHF | 40'000 | 40'000 | 39'501 | 39'501 | 170'293 CHF | 170'688 CHF | 97.98% | 97.98% |
03.05.2024 | 0.24% | 4.26 CHF | 4.27 CHF | 40'000 | 40'000 | 39'594 | 39'593 | 169'628 CHF | 170'023 CHF | 98.17% | 98.78% |
02.05.2024 | 0.24% | 4.25 CHF | 4.26 CHF | 40'000 | 40'000 | 39'625 | 39'625 | 168'777 CHF | 169'171 CHF | 100.00% | 100.00% |
30.04.2024 | 0.23% | 4.31 CHF | 4.32 CHF | 40'000 | 40'000 | 39'623 | 39'623 | 172'239 CHF | 172'635 CHF | 99.51% | 99.51% |