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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 0.21% | 4.69 CHF | 4.70 CHF | 110'000 | 110'000 | 109'515 | 109'515 | 516'020 CHF | 517'115 CHF | 99.98% | 99.98% |
13.05.2024 | 0.21% | 4.81 CHF | 4.82 CHF | 108'000 | 108'000 | 107'554 | 107'554 | 516'944 CHF | 518'020 CHF | 99.87% | 99.87% |
10.05.2024 | 0.21% | 4.80 CHF | 4.81 CHF | 108'000 | 108'000 | 108'950 | 108'950 | 519'422 CHF | 520'511 CHF | 100.00% | 100.00% |
08.05.2024 | 0.22% | 4.47 CHF | 4.48 CHF | 112'000 | 112'000 | 112'173 | 112'173 | 503'381 CHF | 504'503 CHF | 98.93% | 98.93% |
07.05.2024 | 0.23% | 4.44 CHF | 4.45 CHF | 114'000 | 114'000 | 114'585 | 114'585 | 492'634 CHF | 493'781 CHF | 98.94% | 98.94% |
06.05.2024 | 0.23% | 4.35 CHF | 4.36 CHF | 114'000 | 114'000 | 114'080 | 114'080 | 494'050 CHF | 495'190 CHF | 100.00% | 100.00% |
03.05.2024 | 0.24% | 4.26 CHF | 4.27 CHF | 116'000 | 116'000 | 115'853 | 115'853 | 489'269 CHF | 490'428 CHF | 99.93% | 99.93% |
02.05.2024 | 0.24% | 4.18 CHF | 4.19 CHF | 116'000 | 116'000 | 116'487 | 116'487 | 485'256 CHF | 486'421 CHF | 98.57% | 98.57% |
30.04.2024 | 0.23% | 4.23 CHF | 4.24 CHF | 116'000 | 116'000 | 115'355 | 115'355 | 494'919 CHF | 496'073 CHF | 99.99% | 99.99% |
29.04.2024 | 0.28% | 4.29 CHF | 4.30 CHF | 116'000 | 116'000 | 108'750 | 108'750 | 468'894 CHF | 470'101 CHF | 100.00% | 100.00% |