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 | 0.20% | 4.65 CHF | 4.66 CHF | 250'000 | 80'000 | 250'000 | 80'000 | 1'247'550 CHF | 400'018 CHF | 99.23% | 99.23% |
15.05.2024 | 0.21% | 4.87 CHF | 4.88 CHF | 250'000 | 80'000 | 250'000 | 80'000 | 1'173'820 CHF | 376'424 CHF | 99.15% | 99.15% |
14.05.2024 | 0.23% | 4.64 CHF | 4.65 CHF | 250'000 | 80'000 | 250'000 | 80'000 | 1'102'900 CHF | 353'727 CHF | 99.21% | 99.21% |
13.05.2024 | 0.22% | 4.57 CHF | 4.58 CHF | 250'000 | 80'000 | 250'000 | 80'000 | 1'161'260 CHF | 372'404 CHF | 98.33% | 98.33% |
10.05.2024 | 0.20% | 4.63 CHF | 4.64 CHF | 250'000 | 80'000 | 250'000 | 80'000 | 1'224'150 CHF | 392'528 CHF | 99.20% | 99.20% |
08.05.2024 | 0.20% | 4.90 CHF | 4.91 CHF | 250'000 | 80'000 | 250'000 | 80'000 | 1'220'340 CHF | 391'310 CHF | 99.13% | 99.13% |
07.05.2024 | 0.19% | 5.16 CHF | 5.17 CHF | 250'000 | 80'000 | 250'000 | 80'000 | 1'327'070 CHF | 425'464 CHF | 99.22% | 99.22% |
06.05.2024 | 0.19% | 5.36 CHF | 5.37 CHF | 250'000 | 80'000 | 250'000 | 80'000 | 1'349'910 CHF | 432'773 CHF | 99.22% | 99.22% |
03.05.2024 | 0.19% | 5.07 CHF | 5.08 CHF | 250'000 | 80'000 | 250'000 | 80'000 | 1'295'640 CHF | 415'404 CHF | 98.75% | 98.75% |
02.05.2024 | 0.20% | 5.20 CHF | 5.21 CHF | 250'000 | 80'000 | 250'000 | 80'000 | 1'251'600 CHF | 401'313 CHF | 99.18% | 99.18% |