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 | 0.25% | 4.15 CHF | 4.16 CHF | 178'000 | 178'000 | 79'969 | 79'969 | 333'187 CHF | 333'989 CHF | 100.00% | 100.00% |
15.05.2024 | 0.25% | 4.11 CHF | 4.12 CHF | 180'000 | 180'000 | 80'176 | 80'176 | 331'626 CHF | 332'431 CHF | 100.00% | 100.00% |
14.05.2024 | 0.25% | 4.13 CHF | 4.14 CHF | 178'000 | 178'000 | 79'993 | 79'993 | 331'008 CHF | 331'809 CHF | 100.00% | 100.00% |
13.05.2024 | 0.24% | 4.18 CHF | 4.19 CHF | 178'000 | 178'000 | 79'241 | 79'241 | 334'763 CHF | 335'557 CHF | 100.00% | 100.00% |
10.05.2024 | 0.24% | 4.24 CHF | 4.25 CHF | 176'000 | 176'000 | 78'523 | 78'523 | 338'865 CHF | 339'652 CHF | 100.00% | 100.00% |
08.05.2024 | 0.24% | 4.26 CHF | 4.27 CHF | 176'000 | 176'000 | 77'911 | 77'911 | 331'886 CHF | 332'667 CHF | 98.97% | 98.97% |
07.05.2024 | 0.24% | 4.31 CHF | 4.32 CHF | 174'000 | 174'000 | 78'763 | 78'763 | 337'238 CHF | 338'028 CHF | 99.67% | 99.67% |
06.05.2024 | 0.24% | 4.20 CHF | 4.21 CHF | 178'000 | 178'000 | 80'098 | 80'098 | 333'869 CHF | 334'671 CHF | 100.00% | 100.00% |
03.05.2024 | 0.25% | 4.17 CHF | 4.18 CHF | 178'000 | 178'000 | 79'362 | 79'362 | 329'902 CHF | 330'698 CHF | 99.97% | 99.97% |
02.05.2024 | 0.26% | 4.04 CHF | 4.05 CHF | 180'000 | 180'000 | 81'270 | 81'270 | 325'157 CHF | 325'971 CHF | 99.98% | 99.98% |