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 | 0.25% | 3.99 CHF | 4.00 CHF | 184'000 | 184'000 | 182'881 | 182'881 | 730'565 CHF | 732'397 CHF | 100.00% | 100.00% |
14.05.2024 | 0.25% | 3.95 CHF | 3.96 CHF | 184'000 | 184'000 | 184'036 | 184'036 | 726'147 CHF | 727'988 CHF | 100.00% | 100.00% |
13.05.2024 | 0.25% | 3.94 CHF | 3.95 CHF | 184'000 | 184'000 | 186'458 | 186'458 | 733'636 CHF | 735'501 CHF | 100.00% | 100.00% |
10.05.2024 | 0.25% | 3.93 CHF | 3.94 CHF | 188'000 | 188'000 | 184'255 | 184'255 | 727'866 CHF | 729'708 CHF | 100.00% | 100.00% |
08.05.2024 | 0.26% | 3.85 CHF | 3.86 CHF | 188'000 | 188'000 | 187'191 | 187'191 | 722'138 CHF | 724'010 CHF | 99.14% | 99.14% |
07.05.2024 | 0.26% | 3.87 CHF | 3.88 CHF | 188'000 | 188'000 | 187'144 | 187'144 | 722'963 CHF | 724'835 CHF | 99.85% | 99.85% |
06.05.2024 | 0.26% | 3.88 CHF | 3.89 CHF | 188'000 | 188'000 | 187'225 | 187'225 | 725'089 CHF | 726'961 CHF | 100.00% | 100.00% |
03.05.2024 | 0.26% | 3.85 CHF | 3.86 CHF | 188'000 | 188'000 | 187'235 | 187'235 | 723'447 CHF | 725'319 CHF | 99.99% | 99.99% |
02.05.2024 | 0.26% | 3.87 CHF | 3.88 CHF | 188'000 | 188'000 | 187'224 | 187'224 | 725'282 CHF | 727'154 CHF | 100.00% | 100.00% |
30.04.2024 | 0.26% | 3.83 CHF | 3.84 CHF | 188'000 | 188'000 | 187'653 | 187'653 | 721'105 CHF | 722'983 CHF | 100.00% | 100.00% |