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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 0.21% | 4.89 CHF | 4.90 CHF | 115'000 | 115'000 | 51'468 | 51'468 | 253'619 CHF | 254'136 CHF | 100.00% | 100.00% |
22.05.2024 | 0.21% | 4.97 CHF | 4.98 CHF | 115'000 | 115'000 | 52'035 | 52'035 | 253'632 CHF | 254'154 CHF | 100.00% | 100.00% |
21.05.2024 | 0.21% | 4.83 CHF | 4.84 CHF | 120'000 | 120'000 | 53'084 | 53'084 | 257'410 CHF | 257'942 CHF | 99.42% | 99.42% |
17.05.2024 | 0.21% | 4.89 CHF | 4.90 CHF | 115'000 | 115'000 | 51'763 | 51'763 | 254'276 CHF | 254'795 CHF | 99.33% | 99.33% |
16.05.2024 | 0.20% | 4.97 CHF | 4.98 CHF | 115'000 | 115'000 | 51'480 | 51'480 | 257'550 CHF | 258'066 CHF | 100.00% | 100.00% |
15.05.2024 | 0.21% | 4.93 CHF | 4.94 CHF | 115'000 | 115'000 | 51'525 | 51'525 | 253'477 CHF | 253'994 CHF | 100.00% | 100.00% |
14.05.2024 | 0.21% | 4.90 CHF | 4.91 CHF | 115'000 | 115'000 | 53'560 | 53'560 | 257'991 CHF | 258'527 CHF | 99.86% | 99.86% |
13.05.2024 | 0.21% | 4.83 CHF | 4.84 CHF | 120'000 | 120'000 | 52'443 | 52'443 | 257'120 CHF | 257'646 CHF | 100.00% | 100.00% |
10.05.2024 | 0.20% | 4.91 CHF | 4.92 CHF | 115'000 | 115'000 | 51'588 | 51'588 | 257'271 CHF | 257'788 CHF | 100.00% | 100.00% |
08.05.2024 | 0.21% | 4.98 CHF | 4.99 CHF | 115'000 | 115'000 | 51'679 | 51'679 | 253'123 CHF | 253'641 CHF | 99.13% | 99.13% |