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% | 4.38 CHF | 4.39 CHF | 130'000 | 130'000 | 71'557 | 71'557 | 313'617 CHF | 314'335 CHF | 100.00% | 100.00% |
15.05.2024 | 0.24% | 4.34 CHF | 4.35 CHF | 130'000 | 130'000 | 73'249 | 73'249 | 313'220 CHF | 313'955 CHF | 100.00% | 100.00% |
14.05.2024 | 0.24% | 4.23 CHF | 4.24 CHF | 135'000 | 135'000 | 74'537 | 74'537 | 313'912 CHF | 314'659 CHF | 99.98% | 99.98% |
13.05.2024 | 0.24% | 4.21 CHF | 4.22 CHF | 135'000 | 135'000 | 72'759 | 72'759 | 309'301 CHF | 310'030 CHF | 100.00% | 100.00% |
10.05.2024 | 0.24% | 4.21 CHF | 4.22 CHF | 135'000 | 135'000 | 74'557 | 74'557 | 314'196 CHF | 314'943 CHF | 100.00% | 100.00% |
08.05.2024 | 0.25% | 4.18 CHF | 4.19 CHF | 135'000 | 135'000 | 73'995 | 73'995 | 307'653 CHF | 308'394 CHF | 99.14% | 99.14% |
07.05.2024 | 0.24% | 4.19 CHF | 4.20 CHF | 135'000 | 135'000 | 74'485 | 74'485 | 312'830 CHF | 313'576 CHF | 100.00% | 100.00% |
06.05.2024 | 0.25% | 4.14 CHF | 4.15 CHF | 135'000 | 135'000 | 74'546 | 74'546 | 306'223 CHF | 306'970 CHF | 100.00% | 100.00% |
03.05.2024 | 0.26% | 4.05 CHF | 4.06 CHF | 135'000 | 135'000 | 75'999 | 75'999 | 304'025 CHF | 304'786 CHF | 99.98% | 99.98% |
02.05.2024 | 0.26% | 3.95 CHF | 3.96 CHF | 140'000 | 140'000 | 76'855 | 76'855 | 303'671 CHF | 304'441 CHF | 100.00% | 100.00% |