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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 0.21% | 4.91 CHF | 4.92 CHF | 160'000 | 160'000 | 159'708 | 159'708 | 779'377 CHF | 780'976 CHF | 100.00% | 100.00% |
10.05.2024 | 0.21% | 4.77 CHF | 4.78 CHF | 160'000 | 160'000 | 159'707 | 159'707 | 776'320 CHF | 777'919 CHF | 100.00% | 100.00% |
08.05.2024 | 0.22% | 4.73 CHF | 4.74 CHF | 160'000 | 160'000 | 158'706 | 158'706 | 742'699 CHF | 744'298 CHF | 93.33% | 93.33% |
07.05.2024 | 0.21% | 4.81 CHF | 4.82 CHF | 160'000 | 160'000 | 159'538 | 159'538 | 749'860 CHF | 751'459 CHF | 99.44% | 99.44% |
06.05.2024 | 0.23% | 4.53 CHF | 4.54 CHF | 160'000 | 160'000 | 159'708 | 159'708 | 709'393 CHF | 710'992 CHF | 100.00% | 100.00% |
03.05.2024 | 0.32% | 4.19 CHF | 4.20 CHF | 160'000 | 160'000 | 140'566 | 140'566 | 566'205 CHF | 567'740 CHF | 99.98% | 99.98% |
02.05.2024 | 0.27% | 3.65 CHF | 3.66 CHF | 170'000 | 170'000 | 169'678 | 169'678 | 620'981 CHF | 622'680 CHF | 99.25% | 99.25% |
30.04.2024 | 0.24% | 4.04 CHF | 4.05 CHF | 160'000 | 160'000 | 159'718 | 159'718 | 667'892 CHF | 669'491 CHF | 99.97% | 99.97% |
29.04.2024 | 0.24% | 4.19 CHF | 4.20 CHF | 160'000 | 160'000 | 159'672 | 159'672 | 673'863 CHF | 675'462 CHF | 99.63% | 99.63% |
26.04.2024 | 0.25% | 4.14 CHF | 4.15 CHF | 170'000 | 170'000 | 169'686 | 169'686 | 678'126 CHF | 679'825 CHF | 99.11% | 99.11% |