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 | 250'000 | 100'000 | 250'000 | 100'000 | 1'199'470 CHF | 480'788 CHF | 99.37% | 99.37% |
15.05.2024 | 0.21% | 4.82 CHF | 4.83 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 1'188'160 CHF | 476'264 CHF | 98.24% | 98.24% |
14.05.2024 | 0.21% | 4.71 CHF | 4.72 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 1'164'500 CHF | 466'800 CHF | 99.37% | 99.37% |
13.05.2024 | 0.21% | 4.70 CHF | 4.71 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 1'183'460 CHF | 474'385 CHF | 98.53% | 98.53% |
10.05.2024 | 0.21% | 4.85 CHF | 4.86 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 1'209'890 CHF | 484'957 CHF | 99.38% | 99.38% |
08.05.2024 | 0.21% | 4.67 CHF | 4.68 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 1'171'940 CHF | 469'777 CHF | 99.35% | 99.35% |
07.05.2024 | 0.22% | 4.63 CHF | 4.64 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 1'151'150 CHF | 461'459 CHF | 97.84% | 97.84% |
06.05.2024 | 0.22% | 4.61 CHF | 4.62 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 1'143'250 CHF | 458'301 CHF | 99.38% | 99.38% |
03.05.2024 | 0.22% | 4.53 CHF | 4.54 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 1'123'650 CHF | 450'458 CHF | 99.36% | 99.36% |
02.05.2024 | 0.22% | 4.46 CHF | 4.47 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 1'110'860 CHF | 445'346 CHF | 98.74% | 98.74% |