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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.25% | 4.05 CHF | 4.06 CHF | 180'000 | 180'000 | 80'171 | 80'171 | 326'950 CHF | 327'755 CHF | 99.99% | 99.99% |
14.05.2024 | 0.25% | 4.08 CHF | 4.09 CHF | 178'000 | 178'000 | 79'994 | 79'994 | 326'359 CHF | 327'160 CHF | 100.00% | 100.00% |
13.05.2024 | 0.24% | 4.13 CHF | 4.14 CHF | 178'000 | 178'000 | 79'230 | 79'230 | 330'078 CHF | 330'871 CHF | 100.00% | 100.00% |
10.05.2024 | 0.24% | 4.18 CHF | 4.19 CHF | 176'000 | 176'000 | 78'524 | 78'524 | 334'295 CHF | 335'082 CHF | 100.00% | 100.00% |
08.05.2024 | 0.24% | 4.21 CHF | 4.22 CHF | 176'000 | 176'000 | 77'918 | 77'918 | 327'370 CHF | 328'151 CHF | 98.97% | 98.97% |
07.05.2024 | 0.24% | 4.26 CHF | 4.27 CHF | 174'000 | 174'000 | 78'754 | 78'754 | 332'613 CHF | 333'402 CHF | 99.67% | 99.67% |
06.05.2024 | 0.25% | 4.15 CHF | 4.16 CHF | 178'000 | 178'000 | 80'100 | 80'100 | 329'220 CHF | 330'023 CHF | 100.00% | 100.00% |
03.05.2024 | 0.25% | 4.11 CHF | 4.12 CHF | 178'000 | 178'000 | 79'308 | 79'308 | 325'060 CHF | 325'854 CHF | 99.93% | 99.93% |
02.05.2024 | 0.26% | 3.98 CHF | 3.99 CHF | 180'000 | 180'000 | 81'259 | 81'259 | 320'319 CHF | 321'134 CHF | 99.97% | 99.97% |
30.04.2024 | 0.26% | 3.87 CHF | 3.88 CHF | 182'000 | 182'000 | 80'708 | 80'708 | 319'277 CHF | 320'085 CHF | 100.00% | 100.00% |