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% | 4.17 CHF | 4.18 CHF | 130'000 | 130'000 | 71'554 | 71'554 | 298'405 CHF | 299'123 CHF | 100.00% | 100.00% |
15.05.2024 | 0.25% | 4.12 CHF | 4.13 CHF | 130'000 | 130'000 | 73'247 | 73'247 | 297'529 CHF | 298'264 CHF | 100.00% | 100.00% |
14.05.2024 | 0.26% | 4.02 CHF | 4.03 CHF | 135'000 | 135'000 | 74'537 | 74'537 | 297'934 CHF | 298'681 CHF | 99.97% | 99.97% |
13.05.2024 | 0.25% | 4.00 CHF | 4.01 CHF | 135'000 | 135'000 | 72'759 | 72'759 | 293'726 CHF | 294'455 CHF | 100.00% | 100.00% |
10.05.2024 | 0.25% | 3.99 CHF | 4.00 CHF | 135'000 | 135'000 | 74'558 | 74'558 | 298'253 CHF | 299'000 CHF | 100.00% | 100.00% |
08.05.2024 | 0.26% | 3.97 CHF | 3.98 CHF | 135'000 | 135'000 | 73'994 | 73'994 | 291'718 CHF | 292'459 CHF | 99.14% | 99.14% |
07.05.2024 | 0.26% | 3.98 CHF | 3.99 CHF | 135'000 | 135'000 | 74'484 | 74'484 | 296'929 CHF | 297'675 CHF | 100.00% | 100.00% |
06.05.2024 | 0.26% | 3.92 CHF | 3.93 CHF | 135'000 | 135'000 | 74'546 | 74'546 | 290'240 CHF | 290'987 CHF | 100.00% | 100.00% |
03.05.2024 | 0.27% | 3.83 CHF | 3.84 CHF | 135'000 | 135'000 | 75'988 | 75'988 | 287'653 CHF | 288'414 CHF | 99.96% | 99.96% |
02.05.2024 | 0.27% | 3.73 CHF | 3.74 CHF | 140'000 | 140'000 | 76'855 | 76'855 | 287'076 CHF | 287'846 CHF | 100.00% | 100.00% |