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 | 0.20% | 5.12 CHF | 5.13 CHF | 174'000 | 174'000 | 78'620 | 78'620 | 400'840 CHF | 401'629 CHF | 99.96% | 99.96% |
15.05.2024 | 0.21% | 5.04 CHF | 5.05 CHF | 176'000 | 176'000 | 80'785 | 80'785 | 391'573 CHF | 392'383 CHF | 99.98% | 99.98% |
14.05.2024 | 0.22% | 4.71 CHF | 4.72 CHF | 182'000 | 182'000 | 81'994 | 81'994 | 382'164 CHF | 382'985 CHF | 99.99% | 99.99% |
13.05.2024 | 0.22% | 4.67 CHF | 4.68 CHF | 183'000 | 183'000 | 82'598 | 82'598 | 384'555 CHF | 385'382 CHF | 99.95% | 99.95% |
10.05.2024 | 0.22% | 4.64 CHF | 4.65 CHF | 184'000 | 184'000 | 82'305 | 82'305 | 383'057 CHF | 383'881 CHF | 100.00% | 100.00% |
08.05.2024 | 0.22% | 4.69 CHF | 4.70 CHF | 183'000 | 183'000 | 80'319 | 80'319 | 377'221 CHF | 378'026 CHF | 98.99% | 98.99% |
07.05.2024 | 0.22% | 4.70 CHF | 4.71 CHF | 183'000 | 183'000 | 81'596 | 81'596 | 384'862 CHF | 385'680 CHF | 99.53% | 99.53% |
06.05.2024 | 0.22% | 4.78 CHF | 4.79 CHF | 181'000 | 181'000 | 81'462 | 81'462 | 379'527 CHF | 380'343 CHF | 100.00% | 100.00% |
03.05.2024 | 0.23% | 4.43 CHF | 4.44 CHF | 189'000 | 189'000 | 85'503 | 85'503 | 376'086 CHF | 376'942 CHF | 99.85% | 99.85% |
02.05.2024 | 0.24% | 4.24 CHF | 4.25 CHF | 193'000 | 193'000 | 87'777 | 87'777 | 366'675 CHF | 367'554 CHF | 99.95% | 99.95% |