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 | 0.21% | 4.56 CHF | 4.57 CHF | 54'600 | 54'600 | 53'382 | 53'382 | 249'798 CHF | 250'332 CHF | 100.00% | 100.00% |
15.05.2024 | 0.21% | 4.84 CHF | 4.85 CHF | 54'200 | 54'200 | 53'839 | 53'839 | 261'541 CHF | 262'081 CHF | 100.00% | 100.00% |
14.05.2024 | 0.21% | 4.71 CHF | 4.72 CHF | 54'200 | 54'200 | 54'219 | 54'219 | 254'473 CHF | 255'015 CHF | 99.69% | 99.69% |
13.05.2024 | 0.21% | 4.69 CHF | 4.70 CHF | 54'400 | 54'400 | 55'140 | 55'140 | 257'292 CHF | 257'843 CHF | 100.00% | 100.00% |
10.05.2024 | 0.21% | 4.67 CHF | 4.68 CHF | 56'100 | 56'100 | 54'978 | 54'978 | 260'264 CHF | 260'814 CHF | 99.99% | 99.99% |
08.05.2024 | 0.23% | 4.42 CHF | 4.43 CHF | 57'400 | 57'400 | 57'155 | 57'155 | 253'191 CHF | 253'763 CHF | 99.14% | 99.14% |
07.05.2024 | 0.22% | 4.48 CHF | 4.49 CHF | 57'200 | 57'200 | 56'960 | 56'960 | 253'332 CHF | 253'902 CHF | 99.64% | 99.64% |
06.05.2024 | 0.22% | 4.51 CHF | 4.52 CHF | 57'800 | 57'800 | 57'562 | 57'562 | 258'715 CHF | 259'290 CHF | 100.00% | 100.00% |
03.05.2024 | 0.22% | 4.42 CHF | 4.43 CHF | 57'200 | 57'200 | 56'968 | 56'968 | 254'485 CHF | 255'055 CHF | 99.97% | 99.97% |
02.05.2024 | 0.22% | 4.49 CHF | 4.50 CHF | 59'100 | 59'100 | 58'856 | 58'856 | 264'282 CHF | 264'870 CHF | 100.00% | 100.00% |