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 | 0.42% | 3.91 CHF | 3.92 CHF | 61'300 | 61'300 | 60'398 | 60'398 | 230'663 CHF | 231'629 CHF | 100.00% | 100.00% |
15.05.2024 | 0.51% | 3.86 CHF | 3.88 CHF | 59'900 | 59'900 | 58'666 | 58'666 | 229'453 CHF | 230'629 CHF | 99.84% | 99.84% |
14.05.2024 | 0.49% | 3.98 CHF | 4.00 CHF | 58'100 | 58'100 | 58'876 | 58'876 | 238'001 CHF | 239'179 CHF | 99.87% | 99.87% |
13.05.2024 | 0.50% | 4.03 CHF | 4.05 CHF | 59'400 | 59'400 | 59'040 | 59'040 | 235'313 CHF | 236'494 CHF | 100.00% | 100.00% |
10.05.2024 | 0.50% | 4.01 CHF | 4.03 CHF | 58'900 | 58'900 | 57'883 | 57'883 | 231'016 CHF | 232'174 CHF | 100.00% | 100.00% |
08.05.2024 | 0.49% | 4.08 CHF | 4.10 CHF | 57'600 | 57'600 | 58'383 | 58'383 | 238'429 CHF | 239'597 CHF | 99.16% | 99.16% |
07.05.2024 | 0.35% | 3.97 CHF | 3.99 CHF | 58'900 | 58'900 | 59'796 | 59'796 | 239'491 CHF | 240'324 CHF | 99.70% | 99.70% |
06.05.2024 | 0.41% | 3.93 CHF | 3.94 CHF | 60'400 | 60'400 | 59'798 | 59'798 | 232'587 CHF | 233'543 CHF | 100.00% | 100.00% |
03.05.2024 | 0.51% | 3.84 CHF | 3.86 CHF | 59'400 | 59'400 | 57'211 | 57'211 | 225'590 CHF | 226'734 CHF | 98.76% | 98.76% |
02.05.2024 | 0.47% | 4.32 CHF | 4.34 CHF | 55'800 | 55'800 | 52'569 | 52'569 | 224'676 CHF | 225'727 CHF | 99.98% | 99.98% |