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 | 0.21% | 4.73 CHF | 4.74 CHF | 50'000 | 50'000 | 49'530 | 49'529 | 233'626 CHF | 234'119 CHF | 100.00% | 100.00% |
15.05.2024 | 0.22% | 4.67 CHF | 4.68 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 230'856 CHF | 231'351 CHF | 100.00% | 100.00% |
14.05.2024 | 0.21% | 4.68 CHF | 4.69 CHF | 50'000 | 50'000 | 49'513 | 49'512 | 235'225 CHF | 235'715 CHF | 100.00% | 100.00% |
13.05.2024 | 0.21% | 4.77 CHF | 4.78 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 235'635 CHF | 236'131 CHF | 100.00% | 100.00% |
10.05.2024 | 0.21% | 4.80 CHF | 4.81 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 240'339 CHF | 240'835 CHF | 100.00% | 100.00% |
08.05.2024 | 0.22% | 4.77 CHF | 4.78 CHF | 50'000 | 50'000 | 49'527 | 49'527 | 232'430 CHF | 232'926 CHF | 100.00% | 100.00% |
07.05.2024 | 0.21% | 4.74 CHF | 4.75 CHF | 50'000 | 50'000 | 49'532 | 49'530 | 235'516 CHF | 236'004 CHF | 100.00% | 100.00% |
06.05.2024 | 0.21% | 4.78 CHF | 4.79 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 237'229 CHF | 237'725 CHF | 99.69% | 99.69% |
03.05.2024 | 0.21% | 4.77 CHF | 4.78 CHF | 50'000 | 50'000 | 49'769 | 49'769 | 239'563 CHF | 240'061 CHF | 97.26% | 97.26% |
02.05.2024 | 0.21% | 4.79 CHF | 4.80 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 240'733 CHF | 241'229 CHF | 99.85% | 99.85% |