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 | 0.46% | 4.47 CHF | 4.49 CHF | 210'000 | 210'000 | 207'704 | 207'704 | 927'746 CHF | 931'931 CHF | 99.98% | 99.98% |
13.05.2024 | 0.45% | 4.54 CHF | 4.56 CHF | 210'000 | 210'000 | 207'702 | 207'702 | 944'357 CHF | 948'541 CHF | 100.00% | 100.00% |
10.05.2024 | 0.46% | 4.48 CHF | 4.50 CHF | 210'000 | 210'000 | 207'702 | 207'702 | 935'495 CHF | 939'680 CHF | 100.00% | 100.00% |
08.05.2024 | 0.50% | 4.12 CHF | 4.14 CHF | 220'000 | 220'000 | 217'584 | 217'584 | 886'223 CHF | 890'607 CHF | 99.67% | 99.67% |
07.05.2024 | 0.50% | 4.11 CHF | 4.13 CHF | 220'000 | 220'000 | 217'496 | 217'496 | 889'393 CHF | 893'777 CHF | 100.00% | 100.00% |
06.05.2024 | 0.51% | 3.97 CHF | 3.99 CHF | 220'000 | 220'000 | 217'594 | 217'594 | 871'671 CHF | 876'055 CHF | 100.00% | 100.00% |
03.05.2024 | 0.53% | 3.85 CHF | 3.87 CHF | 230'000 | 230'000 | 227'451 | 227'451 | 880'505 CHF | 885'088 CHF | 98.92% | 98.92% |
02.05.2024 | 0.58% | 3.59 CHF | 3.61 CHF | 240'000 | 240'000 | 237'361 | 237'361 | 840'901 CHF | 845'684 CHF | 99.66% | 99.66% |
30.04.2024 | 0.55% | 3.60 CHF | 3.62 CHF | 230'000 | 230'000 | 227'366 | 227'366 | 848'527 CHF | 853'110 CHF | 100.00% | 100.00% |
29.04.2024 | 0.55% | 3.73 CHF | 3.75 CHF | 230'000 | 230'000 | 227'438 | 227'438 | 844'529 CHF | 849'112 CHF | 99.70% | 99.70% |