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 | 0.23% | 4.32 CHF | 4.33 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 213'304 CHF | 213'800 CHF | 100.00% | 100.00% |
15.05.2024 | 0.24% | 4.26 CHF | 4.27 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 210'493 CHF | 210'985 CHF | 99.91% | 99.91% |
14.05.2024 | 0.23% | 4.27 CHF | 4.28 CHF | 50'000 | 50'000 | 49'492 | 49'492 | 214'704 CHF | 215'199 CHF | 99.93% | 99.93% |
13.05.2024 | 0.23% | 4.36 CHF | 4.37 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 215'223 CHF | 215'718 CHF | 100.00% | 100.00% |
10.05.2024 | 0.23% | 4.39 CHF | 4.40 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 219'940 CHF | 220'436 CHF | 99.98% | 99.98% |
08.05.2024 | 0.24% | 4.36 CHF | 4.37 CHF | 50'000 | 50'000 | 49'529 | 49'529 | 212'016 CHF | 212'512 CHF | 100.00% | 100.00% |
07.05.2024 | 0.23% | 4.32 CHF | 4.33 CHF | 50'000 | 50'000 | 49'532 | 49'532 | 215'119 CHF | 215'615 CHF | 100.00% | 100.00% |
06.05.2024 | 0.23% | 4.37 CHF | 4.38 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 216'886 CHF | 217'382 CHF | 99.71% | 99.71% |
03.05.2024 | 0.23% | 4.36 CHF | 4.37 CHF | 50'000 | 50'000 | 49'727 | 49'727 | 218'914 CHF | 219'412 CHF | 97.57% | 97.57% |
02.05.2024 | 0.23% | 4.38 CHF | 4.39 CHF | 50'000 | 50'000 | 49'526 | 49'526 | 220'232 CHF | 220'728 CHF | 99.14% | 99.14% |