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 | 0.24% | 4.16 CHF | 4.17 CHF | 250'000 | 250'000 | 249'797 | 249'797 | 1'049'450 CHF | 1'051'950 CHF | 100.00% | 100.00% |
15.05.2024 | 0.25% | 4.19 CHF | 4.20 CHF | 250'000 | 250'000 | 249'542 | 249'542 | 1'016'860 CHF | 1'019'360 CHF | 99.83% | 99.83% |
14.05.2024 | 0.26% | 3.93 CHF | 3.94 CHF | 250'000 | 250'000 | 249'951 | 249'951 | 972'996 CHF | 975'496 CHF | 99.87% | 99.87% |
13.05.2024 | 0.26% | 3.82 CHF | 3.83 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 970'299 CHF | 972'798 CHF | 99.45% | 99.45% |
10.05.2024 | 0.24% | 4.06 CHF | 4.07 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'030'760 CHF | 1'033'260 CHF | 100.00% | 100.00% |
08.05.2024 | 0.28% | 3.64 CHF | 3.65 CHF | 250'000 | 250'000 | 249'942 | 249'942 | 906'217 CHF | 908'717 CHF | 99.29% | 99.29% |
07.05.2024 | 0.27% | 3.66 CHF | 3.67 CHF | 250'000 | 250'000 | 249'827 | 249'827 | 914'174 CHF | 916'674 CHF | 100.00% | 100.00% |
06.05.2024 | 0.27% | 3.72 CHF | 3.73 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 924'249 CHF | 926'749 CHF | 100.00% | 100.00% |
03.05.2024 | 0.28% | 3.46 CHF | 3.47 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 877'407 CHF | 879'907 CHF | 98.17% | 98.17% |
02.05.2024 | 0.28% | 3.58 CHF | 3.59 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 889'238 CHF | 891'738 CHF | 99.98% | 99.98% |