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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 0.24% | 4.07 CHF | 4.08 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 825'342 CHF | 827'342 CHF | 100.00% | 100.00% |
22.05.2024 | 0.25% | 4.06 CHF | 4.07 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 815'237 CHF | 817'237 CHF | 100.00% | 100.00% |
21.05.2024 | 0.24% | 4.16 CHF | 4.17 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 833'825 CHF | 835'825 CHF | 100.00% | 100.00% |
17.05.2024 | 0.24% | 4.21 CHF | 4.22 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 836'964 CHF | 838'964 CHF | 100.00% | 100.00% |
16.05.2024 | 0.25% | 4.03 CHF | 4.04 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 809'965 CHF | 811'965 CHF | 100.00% | 100.00% |
15.05.2024 | 0.26% | 3.95 CHF | 3.96 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 765'687 CHF | 767'687 CHF | 100.00% | 100.00% |
14.05.2024 | 0.27% | 3.72 CHF | 3.73 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 729'589 CHF | 731'589 CHF | 91.38% | 91.38% |
13.05.2024 | 0.27% | 3.65 CHF | 3.66 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 729'267 CHF | 731'267 CHF | 100.00% | 100.00% |
10.05.2024 | 0.28% | 3.60 CHF | 3.61 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 712'550 CHF | 714'550 CHF | 100.00% | 100.00% |
08.05.2024 | 0.31% | 3.29 CHF | 3.30 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 651'637 CHF | 653'637 CHF | 100.00% | 100.00% |