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 | 0.21% | 4.94 CHF | 4.95 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 238'744 CHF | 239'240 CHF | 100.00% | 100.00% |
14.05.2024 | 0.22% | 4.72 CHF | 4.73 CHF | 50'000 | 50'000 | 49'510 | 49'507 | 229'667 CHF | 230'150 CHF | 99.09% | 99.09% |
13.05.2024 | 0.22% | 4.64 CHF | 4.65 CHF | 50'000 | 50'000 | 49'533 | 49'529 | 229'848 CHF | 230'327 CHF | 100.00% | 100.00% |
10.05.2024 | 0.22% | 4.60 CHF | 4.61 CHF | 50'000 | 50'000 | 49'412 | 49'412 | 225'570 CHF | 226'064 CHF | 99.56% | 99.56% |
08.05.2024 | 0.24% | 4.29 CHF | 4.30 CHF | 50'000 | 50'000 | 49'697 | 49'698 | 211'980 CHF | 212'482 CHF | 99.69% | 99.69% |
07.05.2024 | 0.25% | 4.16 CHF | 4.17 CHF | 50'000 | 50'000 | 49'486 | 49'486 | 200'093 CHF | 200'588 CHF | 99.65% | 99.65% |
06.05.2024 | 0.27% | 3.77 CHF | 3.78 CHF | 50'000 | 50'000 | 49'518 | 49'518 | 188'134 CHF | 188'630 CHF | 97.90% | 97.90% |
03.05.2024 | 0.28% | 3.66 CHF | 3.67 CHF | 50'000 | 50'000 | 49'759 | 49'685 | 181'480 CHF | 181'703 CHF | 96.28% | 96.28% |
02.05.2024 | 0.28% | 3.53 CHF | 3.54 CHF | 50'000 | 50'000 | 49'715 | 49'697 | 179'649 CHF | 180'081 CHF | 99.25% | 99.25% |
30.04.2024 | 0.27% | 3.66 CHF | 3.67 CHF | 50'000 | 50'000 | 49'775 | 49'685 | 185'912 CHF | 186'074 CHF | 99.35% | 99.35% |