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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.23% | 4.28 CHF | 4.29 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 441'620 CHF | 442'620 CHF | 99.17% | 99.17% |
14.05.2024 | 0.21% | 4.47 CHF | 4.48 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 464'872 CHF | 465'872 CHF | 95.67% | 95.67% |
13.05.2024 | 0.22% | 4.49 CHF | 4.50 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 445'957 CHF | 446'957 CHF | 77.73% | 77.73% |
10.05.2024 | 0.23% | 4.42 CHF | 4.43 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 425'488 CHF | 426'488 CHF | 79.86% | 79.86% |
08.05.2024 | 0.23% | 4.30 CHF | 4.31 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 431'283 CHF | 432'283 CHF | 99.18% | 99.18% |
07.05.2024 | 0.25% | 4.08 CHF | 4.09 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 397'672 CHF | 398'672 CHF | 99.00% | 99.00% |
06.05.2024 | 0.26% | 3.92 CHF | 3.93 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 388'972 CHF | 389'972 CHF | 98.99% | 98.99% |
03.05.2024 | 0.25% | 4.13 CHF | 4.14 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 406'482 CHF | 407'482 CHF | 99.08% | 99.08% |
02.05.2024 | 0.24% | 4.11 CHF | 4.12 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 424'978 CHF | 425'978 CHF | 98.82% | 98.82% |
30.04.2024 | 0.23% | 4.41 CHF | 4.42 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 425'478 CHF | 426'478 CHF | 94.27% | 94.27% |