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 | 0.24% | 4.17 CHF | 4.18 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'858'470 CHF | 620'989 CHF | 99.24% | 99.24% |
15.05.2024 | 0.24% | 4.20 CHF | 4.21 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'907'400 CHF | 637'300 CHF | 99.15% | 99.15% |
14.05.2024 | 0.23% | 4.26 CHF | 4.28 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'935'630 CHF | 646'710 CHF | 99.23% | 99.23% |
13.05.2024 | 0.23% | 4.33 CHF | 4.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'954'380 CHF | 652'961 CHF | 98.29% | 98.29% |
10.05.2024 | 0.23% | 4.33 CHF | 4.34 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'947'440 CHF | 650'648 CHF | 99.22% | 99.22% |
08.05.2024 | 0.24% | 4.22 CHF | 4.22 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'894'160 CHF | 632'885 CHF | 99.23% | 99.23% |
07.05.2024 | 0.23% | 4.24 CHF | 4.25 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'914'320 CHF | 639'608 CHF | 99.20% | 99.20% |
06.05.2024 | 0.24% | 4.23 CHF | 4.24 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'897'840 CHF | 634'115 CHF | 98.84% | 98.84% |
03.05.2024 | 0.24% | 4.14 CHF | 4.14 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'883'950 CHF | 629'482 CHF | 99.18% | 99.18% |
02.05.2024 | 0.24% | 4.24 CHF | 4.25 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'882'280 CHF | 628'926 CHF | 99.22% | 99.22% |