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 | 0.29% | 3.54 CHF | 3.55 CHF | 50'000 | 50'000 | 49'957 | 49'957 | 170'318 CHF | 170'818 CHF | 100.00% | 100.00% |
15.05.2024 | 0.28% | 3.45 CHF | 3.46 CHF | 50'000 | 50'000 | 49'901 | 49'901 | 178'046 CHF | 178'546 CHF | 99.78% | 99.78% |
14.05.2024 | 0.26% | 3.75 CHF | 3.76 CHF | 50'000 | 50'000 | 49'992 | 49'992 | 195'118 CHF | 195'618 CHF | 100.00% | 100.00% |
13.05.2024 | 0.25% | 3.99 CHF | 4.00 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 199'896 CHF | 200'396 CHF | 100.00% | 100.00% |
10.05.2024 | 0.24% | 4.10 CHF | 4.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 204'067 CHF | 204'567 CHF | 99.61% | 99.61% |
08.05.2024 | 0.23% | 4.25 CHF | 4.26 CHF | 50'000 | 50'000 | 49'989 | 49'989 | 214'432 CHF | 214'932 CHF | 99.29% | 99.29% |
07.05.2024 | 0.23% | 4.20 CHF | 4.21 CHF | 50'000 | 50'000 | 49'968 | 49'968 | 216'955 CHF | 217'455 CHF | 100.00% | 100.00% |
06.05.2024 | 0.23% | 4.40 CHF | 4.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 216'476 CHF | 216'976 CHF | 100.00% | 100.00% |
03.05.2024 | 0.23% | 4.42 CHF | 4.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 217'389 CHF | 217'889 CHF | 99.98% | 99.98% |
02.05.2024 | 0.22% | 4.44 CHF | 4.45 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 223'167 CHF | 223'667 CHF | 100.00% | 100.00% |