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% | 4.37 CHF | 4.38 CHF | 50'400 | 50'400 | 50'355 | 50'355 | 226'430 CHF | 226'934 CHF | 100.00% | 100.00% |
15.05.2024 | 0.25% | 4.21 CHF | 4.22 CHF | 55'300 | 55'300 | 55'162 | 55'162 | 224'647 CHF | 225'200 CHF | 100.00% | 100.00% |
14.05.2024 | 0.25% | 4.07 CHF | 4.08 CHF | 55'600 | 55'600 | 55'599 | 55'599 | 223'094 CHF | 223'650 CHF | 99.30% | 99.30% |
13.05.2024 | 0.26% | 3.88 CHF | 3.89 CHF | 57'300 | 57'300 | 57'300 | 57'300 | 220'429 CHF | 221'002 CHF | 100.00% | 100.00% |
10.05.2024 | 0.25% | 3.95 CHF | 3.96 CHF | 56'800 | 56'800 | 56'800 | 56'800 | 229'806 CHF | 230'374 CHF | 100.00% | 100.00% |
08.05.2024 | 0.25% | 4.05 CHF | 4.06 CHF | 57'000 | 57'000 | 57'000 | 57'000 | 229'245 CHF | 229'815 CHF | 99.77% | 99.77% |
07.05.2024 | 0.22% | 4.48 CHF | 4.49 CHF | 50'400 | 50'400 | 50'393 | 50'393 | 228'232 CHF | 228'736 CHF | 98.36% | 98.36% |
06.05.2024 | 0.23% | 4.54 CHF | 4.55 CHF | 55'800 | 55'800 | 55'800 | 55'800 | 247'088 CHF | 247'646 CHF | 100.00% | 100.00% |
03.05.2024 | 0.26% | 3.99 CHF | 4.00 CHF | 55'800 | 55'800 | 55'800 | 55'800 | 215'908 CHF | 216'466 CHF | 99.87% | 99.87% |
02.05.2024 | 0.25% | 3.86 CHF | 3.87 CHF | 55'800 | 55'800 | 55'800 | 55'800 | 222'340 CHF | 222'898 CHF | 99.62% | 99.62% |