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% | 3.89 CHF | 3.90 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'152'880 CHF | 385'294 CHF | 98.81% | 98.81% |
15.05.2024 | 0.26% | 3.81 CHF | 3.82 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'146'160 CHF | 383'053 CHF | 98.69% | 98.69% |
14.05.2024 | 0.27% | 3.81 CHF | 3.82 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'126'500 CHF | 376'500 CHF | 98.83% | 98.83% |
13.05.2024 | 0.26% | 3.77 CHF | 3.78 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'135'480 CHF | 379'494 CHF | 93.14% | 93.14% |
10.05.2024 | 0.26% | 3.81 CHF | 3.82 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'142'220 CHF | 381'739 CHF | 98.64% | 98.64% |
08.05.2024 | 0.26% | 3.86 CHF | 3.87 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'159'430 CHF | 387'476 CHF | 98.31% | 98.31% |
07.05.2024 | 0.26% | 3.85 CHF | 3.86 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'164'570 CHF | 389'189 CHF | 98.44% | 98.44% |
06.05.2024 | 0.26% | 3.90 CHF | 3.91 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'166'370 CHF | 389'791 CHF | 98.45% | 98.45% |
03.05.2024 | 0.26% | 3.89 CHF | 3.90 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'168'830 CHF | 390'611 CHF | 98.76% | 98.76% |
02.05.2024 | 0.26% | 3.89 CHF | 3.90 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'157'930 CHF | 386'977 CHF | 98.76% | 98.76% |