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% | 4.47 CHF | 4.48 CHF | 116'000 | 116'000 | 113'567 | 113'567 | 523'527 CHF | 524'664 CHF | 99.42% | 99.42% |
15.05.2024 | 0.20% | 5.06 CHF | 5.07 CHF | 108'000 | 108'000 | 108'823 | 108'823 | 546'384 CHF | 547'474 CHF | 100.00% | 100.00% |
14.05.2024 | 0.20% | 4.96 CHF | 4.97 CHF | 110'000 | 110'000 | 109'515 | 109'515 | 545'754 CHF | 546'849 CHF | 99.98% | 99.98% |
13.05.2024 | 0.20% | 5.08 CHF | 5.09 CHF | 108'000 | 108'000 | 107'554 | 107'554 | 546'084 CHF | 547'159 CHF | 99.85% | 99.85% |
10.05.2024 | 0.20% | 5.07 CHF | 5.08 CHF | 108'000 | 108'000 | 108'949 | 108'949 | 548'869 CHF | 549'958 CHF | 100.00% | 100.00% |
08.05.2024 | 0.21% | 4.74 CHF | 4.75 CHF | 112'000 | 112'000 | 112'171 | 112'171 | 533'733 CHF | 534'855 CHF | 98.93% | 98.93% |
07.05.2024 | 0.22% | 4.71 CHF | 4.72 CHF | 114'000 | 114'000 | 114'601 | 114'601 | 523'656 CHF | 524'803 CHF | 99.75% | 99.75% |
06.05.2024 | 0.22% | 4.63 CHF | 4.64 CHF | 114'000 | 114'000 | 114'080 | 114'080 | 524'913 CHF | 526'054 CHF | 100.00% | 100.00% |
03.05.2024 | 0.22% | 4.53 CHF | 4.54 CHF | 116'000 | 116'000 | 115'854 | 115'854 | 520'565 CHF | 521'724 CHF | 99.98% | 99.98% |
02.05.2024 | 0.23% | 4.45 CHF | 4.46 CHF | 116'000 | 116'000 | 116'487 | 116'487 | 516'771 CHF | 517'936 CHF | 98.55% | 98.55% |