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 | 0.23% | 4.25 CHF | 4.26 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 1'079'660 CHF | 432'865 CHF | 99.37% | 99.37% |
15.05.2024 | 0.23% | 4.35 CHF | 4.36 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 1'068'310 CHF | 428'323 CHF | 98.26% | 98.26% |
14.05.2024 | 0.24% | 4.23 CHF | 4.24 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 1'044'780 CHF | 418'912 CHF | 99.37% | 99.37% |
13.05.2024 | 0.23% | 4.22 CHF | 4.23 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 1'063'460 CHF | 426'385 CHF | 98.53% | 98.53% |
10.05.2024 | 0.23% | 4.37 CHF | 4.38 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 1'090'000 CHF | 437'002 CHF | 99.38% | 99.38% |
08.05.2024 | 0.24% | 4.19 CHF | 4.20 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 1'052'190 CHF | 421'874 CHF | 99.34% | 99.34% |
07.05.2024 | 0.24% | 4.15 CHF | 4.16 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 1'031'620 CHF | 413'646 CHF | 97.85% | 97.85% |
06.05.2024 | 0.24% | 4.13 CHF | 4.14 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 1'023'460 CHF | 410'382 CHF | 99.38% | 99.38% |
03.05.2024 | 0.25% | 4.05 CHF | 4.06 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 1'004'130 CHF | 402'654 CHF | 99.36% | 99.36% |
02.05.2024 | 0.25% | 3.98 CHF | 3.99 CHF | 250'000 | 100'000 | 250'000 | 100'000 | 991'015 CHF | 397'406 CHF | 98.74% | 98.74% |