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 | 0.25% | 4.08 CHF | 4.09 CHF | 130'000 | 130'000 | 71'555 | 71'555 | 292'000 CHF | 292'718 CHF | 100.00% | 100.00% |
15.05.2024 | 0.26% | 4.03 CHF | 4.04 CHF | 130'000 | 130'000 | 73'246 | 73'246 | 290'942 CHF | 291'677 CHF | 100.00% | 100.00% |
14.05.2024 | 0.26% | 3.92 CHF | 3.93 CHF | 135'000 | 135'000 | 74'543 | 74'543 | 291'214 CHF | 291'962 CHF | 99.87% | 99.87% |
13.05.2024 | 0.26% | 3.91 CHF | 3.92 CHF | 135'000 | 135'000 | 72'760 | 72'760 | 287'174 CHF | 287'903 CHF | 100.00% | 100.00% |
10.05.2024 | 0.26% | 3.90 CHF | 3.91 CHF | 135'000 | 135'000 | 74'558 | 74'558 | 291'535 CHF | 292'282 CHF | 100.00% | 100.00% |
08.05.2024 | 0.26% | 3.88 CHF | 3.89 CHF | 135'000 | 135'000 | 73'995 | 73'995 | 285'022 CHF | 285'764 CHF | 99.15% | 99.15% |
07.05.2024 | 0.26% | 3.89 CHF | 3.90 CHF | 135'000 | 135'000 | 74'483 | 74'483 | 290'208 CHF | 290'955 CHF | 100.00% | 100.00% |
06.05.2024 | 0.27% | 3.83 CHF | 3.84 CHF | 135'000 | 135'000 | 74'546 | 74'546 | 283'510 CHF | 284'257 CHF | 100.00% | 100.00% |
03.05.2024 | 0.28% | 3.74 CHF | 3.75 CHF | 135'000 | 135'000 | 75'982 | 75'982 | 280'708 CHF | 281'469 CHF | 99.95% | 99.95% |
02.05.2024 | 0.28% | 3.64 CHF | 3.65 CHF | 140'000 | 140'000 | 76'854 | 76'854 | 280'024 CHF | 280'794 CHF | 100.00% | 100.00% |