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 | 0.32% | 4.37 CHF | 4.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 220'113 CHF | 220'813 CHF | 99.28% | 99.28% |
15.05.2024 | 0.32% | 4.49 CHF | 4.50 CHF | 50'000 | 50'000 | 49'488 | 49'488 | 218'175 CHF | 218'873 CHF | 98.94% | 98.94% |
14.05.2024 | 0.35% | 4.37 CHF | 4.39 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 216'619 CHF | 217'369 CHF | 99.44% | 99.44% |
13.05.2024 | 0.32% | 4.36 CHF | 4.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 215'614 CHF | 216'314 CHF | 100.00% | 100.00% |
10.05.2024 | 0.33% | 4.25 CHF | 4.27 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 213'478 CHF | 214'178 CHF | 99.97% | 99.97% |
08.05.2024 | 0.34% | 4.13 CHF | 4.15 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 205'891 CHF | 206'591 CHF | 100.00% | 100.00% |
07.05.2024 | 0.33% | 4.01 CHF | 4.02 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 197'066 CHF | 197'716 CHF | 98.92% | 98.92% |
06.05.2024 | 0.34% | 3.92 CHF | 3.93 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 194'732 CHF | 195'392 CHF | 100.00% | 100.00% |
03.05.2024 | 0.34% | 3.85 CHF | 3.86 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 191'384 CHF | 192'043 CHF | 97.92% | 97.92% |
02.05.2024 | 0.33% | 3.86 CHF | 3.87 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 191'617 CHF | 192'258 CHF | 98.99% | 98.99% |