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 | 0.29% | 4.72 CHF | 4.73 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 237'663 CHF | 238'363 CHF | 99.28% | 99.28% |
15.05.2024 | 0.30% | 4.84 CHF | 4.85 CHF | 50'000 | 50'000 | 49'488 | 49'488 | 235'496 CHF | 236'194 CHF | 98.94% | 98.94% |
14.05.2024 | 0.30% | 4.72 CHF | 4.74 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 234'169 CHF | 234'869 CHF | 99.44% | 99.44% |
13.05.2024 | 0.30% | 4.71 CHF | 4.73 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 233'114 CHF | 233'814 CHF | 100.00% | 100.00% |
10.05.2024 | 0.30% | 4.60 CHF | 4.62 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 230'978 CHF | 231'678 CHF | 99.97% | 99.97% |
08.05.2024 | 0.31% | 4.48 CHF | 4.50 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 223'391 CHF | 224'091 CHF | 100.00% | 100.00% |
07.05.2024 | 0.30% | 4.36 CHF | 4.37 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 214'566 CHF | 215'216 CHF | 98.92% | 98.92% |
06.05.2024 | 0.31% | 4.27 CHF | 4.28 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 212'232 CHF | 212'892 CHF | 100.00% | 100.00% |
03.05.2024 | 0.31% | 4.20 CHF | 4.21 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 208'891 CHF | 209'549 CHF | 98.57% | 98.57% |
02.05.2024 | 0.33% | 4.21 CHF | 4.22 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 209'059 CHF | 209'757 CHF | 99.07% | 99.07% |