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 | 0.48% | 4.14 CHF | 4.16 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 830'357 CHF | 834'357 CHF | 98.59% | 98.59% |
15.05.2024 | 0.51% | 4.05 CHF | 4.07 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 789'366 CHF | 793'366 CHF | 94.34% | 94.34% |
14.05.2024 | 0.53% | 3.85 CHF | 3.87 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 756'623 CHF | 760'623 CHF | 98.98% | 98.98% |
13.05.2024 | 0.53% | 3.78 CHF | 3.80 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 756'414 CHF | 760'414 CHF | 95.49% | 95.49% |
10.05.2024 | 0.54% | 3.73 CHF | 3.75 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 738'572 CHF | 742'572 CHF | 97.14% | 97.14% |
08.05.2024 | 0.58% | 3.44 CHF | 3.46 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 682'559 CHF | 686'559 CHF | 99.32% | 99.32% |
07.05.2024 | 0.62% | 3.32 CHF | 3.34 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 643'835 CHF | 647'835 CHF | 84.49% | 84.49% |
06.05.2024 | 0.66% | 2.97 CHF | 2.99 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 600'009 CHF | 603'961 CHF | 92.67% | 92.67% |
03.05.2024 | 0.36% | 2.87 CHF | 2.88 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 573'350 CHF | 575'429 CHF | 93.33% | 93.33% |
02.05.2024 | 0.35% | 2.76 CHF | 2.77 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 568'481 CHF | 570'481 CHF | 93.06% | 93.06% |