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% | 4.80 CHF | 4.81 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 975'964 CHF | 977'964 CHF | 99.12% | 99.12% |
15.05.2024 | 0.20% | 4.96 CHF | 4.97 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 977'902 CHF | 979'902 CHF | 98.42% | 98.42% |
14.05.2024 | 0.21% | 4.81 CHF | 4.82 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 957'383 CHF | 959'383 CHF | 92.33% | 92.33% |
13.05.2024 | 0.21% | 4.82 CHF | 4.83 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 961'650 CHF | 963'650 CHF | 99.19% | 99.19% |
10.05.2024 | 0.21% | 4.82 CHF | 4.83 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 972'089 CHF | 974'089 CHF | 93.15% | 93.15% |
08.05.2024 | 0.22% | 4.56 CHF | 4.57 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 915'277 CHF | 917'277 CHF | 98.44% | 98.44% |
07.05.2024 | 0.23% | 4.53 CHF | 4.54 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 879'504 CHF | 881'504 CHF | 99.24% | 99.24% |
06.05.2024 | 0.24% | 4.26 CHF | 4.27 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 842'980 CHF | 844'980 CHF | 98.76% | 98.76% |
03.05.2024 | 0.24% | 4.07 CHF | 4.08 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 815'598 CHF | 817'598 CHF | 96.34% | 96.34% |
02.05.2024 | 0.25% | 4.03 CHF | 4.04 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 807'926 CHF | 809'926 CHF | 99.39% | 99.39% |