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 | 69'000 | 69'000 | 68'114 | 68'114 | 276'970 CHF | 277'652 CHF | 100.00% | 100.00% |
15.05.2024 | 0.25% | 4.01 CHF | 4.02 CHF | 69'000 | 69'000 | 68'814 | 68'814 | 274'882 CHF | 275'571 CHF | 99.92% | 99.92% |
14.05.2024 | 0.25% | 4.00 CHF | 4.01 CHF | 69'000 | 69'000 | 67'631 | 67'631 | 275'599 CHF | 276'276 CHF | 97.26% | 97.26% |
13.05.2024 | 0.25% | 4.09 CHF | 4.10 CHF | 68'000 | 68'000 | 67'362 | 67'362 | 273'815 CHF | 274'489 CHF | 100.00% | 100.00% |
10.05.2024 | 0.24% | 4.10 CHF | 4.11 CHF | 68'000 | 68'000 | 66'373 | 66'373 | 275'590 CHF | 276'255 CHF | 100.00% | 100.00% |
08.05.2024 | 0.25% | 4.06 CHF | 4.07 CHF | 68'000 | 68'000 | 68'204 | 68'204 | 270'849 CHF | 271'532 CHF | 100.00% | 100.00% |
07.05.2024 | 0.25% | 4.01 CHF | 4.02 CHF | 69'000 | 69'000 | 67'634 | 67'634 | 272'426 CHF | 273'103 CHF | 100.00% | 100.00% |
06.05.2024 | 0.25% | 4.05 CHF | 4.06 CHF | 68'000 | 68'000 | 67'363 | 67'363 | 274'129 CHF | 274'803 CHF | 100.00% | 100.00% |
03.05.2024 | 0.25% | 4.04 CHF | 4.05 CHF | 68'000 | 68'000 | 66'803 | 66'803 | 273'370 CHF | 274'039 CHF | 98.47% | 98.47% |
02.05.2024 | 0.24% | 4.08 CHF | 4.09 CHF | 68'000 | 68'000 | 66'393 | 66'393 | 275'863 CHF | 276'527 CHF | 99.93% | 99.93% |