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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 0.19% | 5.28 CHF | 5.29 CHF | 108'000 | 108'000 | 107'554 | 107'554 | 567'190 CHF | 568'266 CHF | 99.88% | 99.88% |
10.05.2024 | 0.19% | 5.27 CHF | 5.28 CHF | 108'000 | 108'000 | 108'950 | 108'950 | 570'170 CHF | 571'259 CHF | 100.00% | 100.00% |
08.05.2024 | 0.20% | 4.94 CHF | 4.95 CHF | 112'000 | 112'000 | 112'171 | 112'171 | 555'608 CHF | 556'730 CHF | 98.93% | 98.93% |
07.05.2024 | 0.21% | 4.90 CHF | 4.91 CHF | 114'000 | 114'000 | 114'588 | 114'588 | 546'086 CHF | 547'232 CHF | 98.94% | 98.94% |
06.05.2024 | 0.21% | 4.82 CHF | 4.83 CHF | 114'000 | 114'000 | 114'080 | 114'080 | 547'157 CHF | 548'298 CHF | 100.00% | 100.00% |
03.05.2024 | 0.21% | 4.72 CHF | 4.73 CHF | 116'000 | 116'000 | 115'853 | 115'853 | 543'053 CHF | 544'212 CHF | 99.95% | 99.95% |
02.05.2024 | 0.22% | 4.65 CHF | 4.66 CHF | 116'000 | 116'000 | 116'488 | 116'488 | 539'433 CHF | 540'598 CHF | 98.62% | 98.62% |
30.04.2024 | 0.21% | 4.70 CHF | 4.71 CHF | 116'000 | 116'000 | 115'355 | 115'355 | 548'685 CHF | 549'839 CHF | 99.99% | 99.99% |
29.04.2024 | 0.25% | 4.76 CHF | 4.77 CHF | 116'000 | 116'000 | 108'749 | 108'749 | 519'461 CHF | 520'668 CHF | 100.00% | 100.00% |
26.04.2024 | 0.21% | 4.75 CHF | 4.76 CHF | 116'000 | 116'000 | 115'693 | 115'693 | 541'008 CHF | 542'165 CHF | 99.43% | 99.43% |