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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27.05.2024 | 0.25% | 4.12 CHF | 4.13 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 813'699 CHF | 815'699 CHF | 100.00% | 100.00% |
24.05.2024 | 0.26% | 4.03 CHF | 4.04 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 769'750 CHF | 771'750 CHF | 100.00% | 100.00% |
23.05.2024 | 0.25% | 3.99 CHF | 4.00 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 810'099 CHF | 812'099 CHF | 99.78% | 99.78% |
22.05.2024 | 0.25% | 4.02 CHF | 4.03 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 797'707 CHF | 799'707 CHF | 100.00% | 100.00% |
21.05.2024 | 0.25% | 4.08 CHF | 4.09 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 801'554 CHF | 803'554 CHF | 100.00% | 100.00% |
17.05.2024 | 0.25% | 4.08 CHF | 4.09 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 797'652 CHF | 799'652 CHF | 100.00% | 100.00% |
16.05.2024 | 0.24% | 4.07 CHF | 4.08 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 848'181 CHF | 850'181 CHF | 100.00% | 100.00% |
15.05.2024 | 0.23% | 4.40 CHF | 4.41 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 855'920 CHF | 857'920 CHF | 97.32% | 97.32% |
14.05.2024 | 0.24% | 4.12 CHF | 4.13 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 816'727 CHF | 818'727 CHF | 91.68% | 91.68% |
13.05.2024 | 0.24% | 4.15 CHF | 4.16 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 827'206 CHF | 829'206 CHF | 100.00% | 100.00% |