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 | 0.26% | 3.99 CHF | 4.00 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 290'531 CHF | 291'281 CHF | 100.00% | 100.00% |
23.05.2024 | 0.25% | 3.96 CHF | 3.97 CHF | 75'000 | 75'000 | 74'668 | 74'668 | 305'005 CHF | 305'755 CHF | 100.00% | 100.00% |
22.05.2024 | 0.26% | 3.89 CHF | 3.90 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 285'822 CHF | 286'572 CHF | 100.00% | 100.00% |
21.05.2024 | 0.25% | 4.01 CHF | 4.02 CHF | 75'000 | 75'000 | 74'999 | 74'999 | 302'450 CHF | 303'200 CHF | 99.55% | 99.55% |
17.05.2024 | 0.25% | 3.90 CHF | 3.91 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 295'021 CHF | 295'771 CHF | 100.00% | 100.00% |
16.05.2024 | 0.25% | 3.92 CHF | 3.93 CHF | 75'000 | 75'000 | 74'931 | 74'931 | 299'751 CHF | 300'501 CHF | 100.00% | 100.00% |
15.05.2024 | 0.27% | 3.81 CHF | 3.82 CHF | 75'000 | 75'000 | 74'846 | 74'846 | 277'423 CHF | 278'173 CHF | 100.00% | 100.00% |
14.05.2024 | 0.27% | 3.71 CHF | 3.72 CHF | 75'000 | 75'000 | 74'982 | 74'982 | 274'800 CHF | 275'550 CHF | 99.81% | 99.81% |
13.05.2024 | 0.28% | 3.57 CHF | 3.58 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 266'295 CHF | 267'045 CHF | 100.00% | 100.00% |
10.05.2024 | 0.27% | 3.63 CHF | 3.64 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 277'198 CHF | 277'948 CHF | 100.00% | 100.00% |