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 | 0.25% | 4.07 CHF | 4.08 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'208'900 CHF | 403'967 CHF | 98.81% | 98.81% |
15.05.2024 | 0.25% | 4.00 CHF | 4.01 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'202'180 CHF | 401'727 CHF | 98.70% | 98.70% |
14.05.2024 | 0.25% | 4.00 CHF | 4.01 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'182'360 CHF | 395'121 CHF | 98.83% | 98.83% |
13.05.2024 | 0.25% | 3.96 CHF | 3.97 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'191'050 CHF | 398'016 CHF | 93.16% | 93.16% |
10.05.2024 | 0.25% | 4.00 CHF | 4.01 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'197'950 CHF | 400'316 CHF | 98.64% | 98.64% |
08.05.2024 | 0.25% | 4.05 CHF | 4.06 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'214'970 CHF | 405'990 CHF | 98.31% | 98.31% |
07.05.2024 | 0.25% | 4.04 CHF | 4.05 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'220'410 CHF | 407'803 CHF | 98.44% | 98.44% |
06.05.2024 | 0.25% | 4.09 CHF | 4.10 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'221'950 CHF | 408'315 CHF | 98.45% | 98.45% |
03.05.2024 | 0.24% | 4.08 CHF | 4.09 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'224'320 CHF | 409'107 CHF | 98.74% | 98.74% |
02.05.2024 | 0.25% | 4.08 CHF | 4.09 CHF | 300'000 | 100'000 | 300'000 | 100'000 | 1'213'510 CHF | 405'502 CHF | 98.77% | 98.77% |