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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27.05.2024 | 0.48% | 4.24 CHF | 4.26 CHF | 62'000 | 62'000 | 61'409 | 61'409 | 260'060 CHF | 261'300 CHF | 97.15% | 97.15% |
24.05.2024 | 0.48% | 4.22 CHF | 4.24 CHF | 62'000 | 62'000 | 62'976 | 62'976 | 261'537 CHF | 262'796 CHF | 100.00% | 100.00% |
23.05.2024 | 0.49% | 4.13 CHF | 4.15 CHF | 63'000 | 63'000 | 62'774 | 62'774 | 258'860 CHF | 260'120 CHF | 100.00% | 100.00% |
22.05.2024 | 0.49% | 4.08 CHF | 4.10 CHF | 63'000 | 63'000 | 63'826 | 63'826 | 258'240 CHF | 259'517 CHF | 100.00% | 100.00% |
21.05.2024 | 0.49% | 4.03 CHF | 4.05 CHF | 64'000 | 64'000 | 63'742 | 63'742 | 258'897 CHF | 260'172 CHF | 95.95% | 95.95% |
17.05.2024 | 0.50% | 4.04 CHF | 4.06 CHF | 64'000 | 64'000 | 64'013 | 64'013 | 257'543 CHF | 258'823 CHF | 100.00% | 100.00% |
16.05.2024 | 0.48% | 4.06 CHF | 4.08 CHF | 64'000 | 64'000 | 62'988 | 62'988 | 259'798 CHF | 261'058 CHF | 100.00% | 100.00% |
15.05.2024 | 0.49% | 4.15 CHF | 4.17 CHF | 63'000 | 63'000 | 63'348 | 63'348 | 258'351 CHF | 259'621 CHF | 100.00% | 100.00% |
14.05.2024 | 0.50% | 4.04 CHF | 4.06 CHF | 64'000 | 64'000 | 64'198 | 64'198 | 255'722 CHF | 257'006 CHF | 99.98% | 99.98% |
13.05.2024 | 0.49% | 4.02 CHF | 4.04 CHF | 64'000 | 64'000 | 63'722 | 63'722 | 258'686 CHF | 259'960 CHF | 100.00% | 100.00% |