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 | 0.26% | 3.94 CHF | 3.95 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'757'380 CHF | 587'294 CHF | 99.24% | 99.24% |
15.05.2024 | 0.25% | 3.98 CHF | 3.99 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'806'460 CHF | 603'654 CHF | 99.14% | 99.14% |
14.05.2024 | 0.24% | 4.05 CHF | 4.06 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'834'760 CHF | 613'086 CHF | 99.24% | 99.24% |
13.05.2024 | 0.24% | 4.11 CHF | 4.12 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'853'650 CHF | 619'383 CHF | 98.34% | 98.34% |
10.05.2024 | 0.24% | 4.10 CHF | 4.11 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'846'870 CHF | 617'125 CHF | 99.22% | 99.22% |
08.05.2024 | 0.25% | 3.99 CHF | 4.00 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'793'650 CHF | 599'384 CHF | 99.23% | 99.23% |
07.05.2024 | 0.25% | 4.01 CHF | 4.02 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'813'820 CHF | 606'108 CHF | 99.20% | 99.20% |
06.05.2024 | 0.25% | 4.01 CHF | 4.01 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'797'490 CHF | 600'664 CHF | 98.84% | 98.84% |
03.05.2024 | 0.25% | 3.92 CHF | 3.93 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'783'620 CHF | 596'040 CHF | 99.18% | 99.18% |
02.05.2024 | 0.25% | 4.01 CHF | 4.03 CHF | 450'000 | 150'000 | 450'000 | 150'000 | 1'781'960 CHF | 595'488 CHF | 99.22% | 99.22% |