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 | 0.23% | 4.37 CHF | 4.38 CHF | 250'000 | 250'000 | 249'798 | 249'798 | 1'077'910 CHF | 1'080'410 CHF | 100.00% | 100.00% |
15.05.2024 | 0.26% | 4.13 CHF | 4.14 CHF | 250'000 | 250'000 | 249'501 | 249'501 | 955'172 CHF | 957'672 CHF | 99.91% | 99.91% |
14.05.2024 | 0.28% | 3.60 CHF | 3.61 CHF | 250'000 | 250'000 | 249'950 | 249'950 | 887'514 CHF | 890'014 CHF | 99.96% | 99.96% |
13.05.2024 | 0.28% | 3.58 CHF | 3.59 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 904'445 CHF | 906'945 CHF | 100.00% | 100.00% |
10.05.2024 | 0.28% | 3.51 CHF | 3.52 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 906'502 CHF | 909'002 CHF | 99.99% | 99.99% |
08.05.2024 | 0.31% | 3.24 CHF | 3.25 CHF | 250'000 | 250'000 | 249'956 | 249'956 | 803'959 CHF | 806'459 CHF | 99.67% | 99.67% |
07.05.2024 | 0.31% | 3.32 CHF | 3.33 CHF | 250'000 | 250'000 | 249'852 | 249'852 | 805'906 CHF | 808'406 CHF | 99.70% | 99.70% |
06.05.2024 | 0.35% | 2.97 CHF | 2.98 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 721'825 CHF | 724'325 CHF | 100.00% | 100.00% |
03.05.2024 | 0.41% | 2.53 CHF | 2.54 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 611'701 CHF | 614'201 CHF | 99.59% | 99.59% |
02.05.2024 | 0.49% | 2.04 CHF | 2.05 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 511'715 CHF | 514'215 CHF | 99.56% | 99.56% |