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 | 0.30% | 4.62 CHF | 4.63 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 232'763 CHF | 233'463 CHF | 99.28% | 99.28% |
15.05.2024 | 0.33% | 4.74 CHF | 4.76 CHF | 50'000 | 50'000 | 49'488 | 49'488 | 230'646 CHF | 231'394 CHF | 98.94% | 98.94% |
14.05.2024 | 0.30% | 4.63 CHF | 4.64 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 229'269 CHF | 229'969 CHF | 99.42% | 99.42% |
13.05.2024 | 0.31% | 4.62 CHF | 4.63 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 228'264 CHF | 228'964 CHF | 100.00% | 100.00% |
10.05.2024 | 0.31% | 4.51 CHF | 4.52 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 226'078 CHF | 226'778 CHF | 100.00% | 100.00% |
08.05.2024 | 0.30% | 4.39 CHF | 4.40 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 218'541 CHF | 219'191 CHF | 100.00% | 100.00% |
07.05.2024 | 0.33% | 4.26 CHF | 4.27 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 209'666 CHF | 210'366 CHF | 98.92% | 98.92% |
06.05.2024 | 0.33% | 4.17 CHF | 4.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 207'340 CHF | 208'020 CHF | 100.00% | 100.00% |
03.05.2024 | 0.34% | 4.10 CHF | 4.11 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 203'989 CHF | 204'685 CHF | 98.59% | 98.59% |
02.05.2024 | 0.32% | 4.11 CHF | 4.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 204'211 CHF | 204'857 CHF | 99.11% | 99.11% |