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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.05.2024 | 0.22% | 4.82 CHF | 4.83 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 927'850 CHF | 929'850 CHF | 100.00% | 100.00% |
23.05.2024 | 0.21% | 4.78 CHF | 4.79 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 968'100 CHF | 970'100 CHF | 99.83% | 99.83% |
22.05.2024 | 0.21% | 4.81 CHF | 4.82 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 955'623 CHF | 957'623 CHF | 100.00% | 100.00% |
21.05.2024 | 0.21% | 4.87 CHF | 4.88 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 959'089 CHF | 961'089 CHF | 100.00% | 100.00% |
17.05.2024 | 0.21% | 4.86 CHF | 4.87 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 954'789 CHF | 956'789 CHF | 100.00% | 100.00% |
16.05.2024 | 0.20% | 4.85 CHF | 4.86 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'004'580 CHF | 1'006'580 CHF | 100.00% | 100.00% |
15.05.2024 | 0.20% | 5.19 CHF | 5.20 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'012'160 CHF | 1'014'160 CHF | 97.65% | 97.65% |
14.05.2024 | 0.21% | 4.90 CHF | 4.91 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 972'827 CHF | 974'827 CHF | 91.69% | 91.69% |
13.05.2024 | 0.20% | 4.93 CHF | 4.94 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 982'974 CHF | 984'974 CHF | 100.00% | 100.00% |
10.05.2024 | 0.20% | 4.95 CHF | 4.96 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'004'920 CHF | 1'006'920 CHF | 99.80% | 99.80% |