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 | 0.19% | 5.30 CHF | 5.31 CHF | 40'300 | 40'300 | 40'252 | 40'252 | 214'461 CHF | 214'864 CHF | 100.00% | 100.00% |
15.05.2024 | 0.22% | 4.65 CHF | 4.66 CHF | 43'200 | 43'200 | 43'087 | 43'087 | 197'841 CHF | 198'273 CHF | 99.99% | 99.99% |
14.05.2024 | 0.23% | 4.38 CHF | 4.39 CHF | 41'300 | 41'300 | 42'356 | 42'356 | 182'273 CHF | 182'696 CHF | 99.69% | 99.69% |
13.05.2024 | 0.22% | 4.68 CHF | 4.69 CHF | 42'800 | 42'800 | 42'800 | 42'800 | 196'242 CHF | 196'670 CHF | 99.50% | 99.50% |
10.05.2024 | 0.22% | 4.48 CHF | 4.49 CHF | 44'300 | 44'300 | 44'300 | 44'300 | 200'670 CHF | 201'113 CHF | 100.00% | 100.00% |
08.05.2024 | 0.24% | 4.23 CHF | 4.24 CHF | 46'300 | 46'300 | 46'300 | 46'300 | 196'202 CHF | 196'665 CHF | 98.62% | 98.62% |
07.05.2024 | 0.24% | 4.21 CHF | 4.22 CHF | 48'000 | 48'000 | 47'999 | 47'999 | 196'946 CHF | 197'426 CHF | 99.42% | 99.42% |
06.05.2024 | 0.25% | 4.02 CHF | 4.03 CHF | 48'800 | 48'800 | 48'882 | 48'882 | 194'227 CHF | 194'715 CHF | 100.00% | 100.00% |
03.05.2024 | 0.26% | 3.88 CHF | 3.89 CHF | 52'500 | 52'500 | 52'345 | 52'344 | 198'278 CHF | 198'801 CHF | 99.95% | 99.95% |
02.05.2024 | 0.25% | 3.67 CHF | 3.68 CHF | 47'700 | 47'700 | 46'706 | 46'706 | 186'880 CHF | 187'347 CHF | 98.56% | 98.56% |