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 | 0.22% | 4.50 CHF | 4.51 CHF | 110'000 | 110'000 | 109'513 | 109'513 | 495'517 CHF | 496'612 CHF | 99.94% | 99.94% |
13.05.2024 | 0.22% | 4.63 CHF | 4.64 CHF | 108'000 | 108'000 | 107'554 | 107'554 | 496'867 CHF | 497'942 CHF | 99.88% | 99.88% |
10.05.2024 | 0.22% | 4.61 CHF | 4.62 CHF | 108'000 | 108'000 | 108'950 | 108'950 | 499'050 CHF | 500'140 CHF | 100.00% | 100.00% |
08.05.2024 | 0.23% | 4.28 CHF | 4.29 CHF | 112'000 | 112'000 | 112'172 | 112'172 | 482'445 CHF | 483'567 CHF | 98.93% | 98.93% |
07.05.2024 | 0.24% | 4.25 CHF | 4.26 CHF | 114'000 | 114'000 | 114'560 | 114'560 | 471'226 CHF | 472'373 CHF | 99.01% | 99.01% |
06.05.2024 | 0.24% | 4.17 CHF | 4.18 CHF | 114'000 | 114'000 | 114'080 | 114'080 | 472'896 CHF | 474'037 CHF | 100.00% | 100.00% |
03.05.2024 | 0.25% | 4.07 CHF | 4.08 CHF | 116'000 | 116'000 | 115'853 | 115'853 | 467'741 CHF | 468'900 CHF | 99.98% | 99.98% |
02.05.2024 | 0.25% | 4.00 CHF | 4.01 CHF | 116'000 | 116'000 | 116'488 | 116'488 | 463'575 CHF | 464'740 CHF | 98.61% | 98.61% |
30.04.2024 | 0.24% | 4.04 CHF | 4.05 CHF | 116'000 | 116'000 | 115'351 | 115'351 | 473'455 CHF | 474'609 CHF | 99.99% | 99.99% |
29.04.2024 | 0.29% | 4.11 CHF | 4.12 CHF | 116'000 | 116'000 | 108'750 | 108'750 | 448'643 CHF | 449'850 CHF | 100.00% | 100.00% |