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 | 0.22% | 4.58 CHF | 4.59 CHF | 46'000 | 46'000 | 45'965 | 45'965 | 209'479 CHF | 209'939 CHF | 100.00% | 100.00% |
15.05.2024 | 0.22% | 4.50 CHF | 4.51 CHF | 46'000 | 46'000 | 45'911 | 45'911 | 207'164 CHF | 207'624 CHF | 100.00% | 100.00% |
14.05.2024 | 0.23% | 4.48 CHF | 4.49 CHF | 46'000 | 46'000 | 46'974 | 46'974 | 207'192 CHF | 207'662 CHF | 100.00% | 100.00% |
13.05.2024 | 0.22% | 4.44 CHF | 4.45 CHF | 47'000 | 47'000 | 47'000 | 47'000 | 208'763 CHF | 209'233 CHF | 100.00% | 100.00% |
10.05.2024 | 0.22% | 4.44 CHF | 4.45 CHF | 47'000 | 47'000 | 47'000 | 47'000 | 208'886 CHF | 209'356 CHF | 100.00% | 100.00% |
08.05.2024 | 0.23% | 4.35 CHF | 4.36 CHF | 47'000 | 47'000 | 47'005 | 47'005 | 205'069 CHF | 205'539 CHF | 99.08% | 99.08% |
07.05.2024 | 0.23% | 4.36 CHF | 4.37 CHF | 47'000 | 47'000 | 47'071 | 47'071 | 204'893 CHF | 205'364 CHF | 99.94% | 99.94% |
06.05.2024 | 0.23% | 4.27 CHF | 4.28 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 205'163 CHF | 205'643 CHF | 100.00% | 100.00% |
03.05.2024 | 0.24% | 4.18 CHF | 4.19 CHF | 49'000 | 49'000 | 48'934 | 48'934 | 204'476 CHF | 204'965 CHF | 99.97% | 99.97% |
02.05.2024 | 0.24% | 4.10 CHF | 4.11 CHF | 49'000 | 49'000 | 49'000 | 49'000 | 202'806 CHF | 203'296 CHF | 100.00% | 100.00% |