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 | 0.24% | 4.13 CHF | 4.14 CHF | 71'000 | 71'000 | 70'918 | 70'918 | 293'868 CHF | 294'578 CHF | 100.00% | 100.00% |
15.05.2024 | 0.25% | 4.02 CHF | 4.03 CHF | 72'000 | 72'000 | 72'125 | 72'125 | 286'882 CHF | 287'605 CHF | 100.00% | 100.00% |
14.05.2024 | 0.25% | 3.92 CHF | 3.93 CHF | 73'000 | 73'000 | 72'229 | 72'229 | 287'233 CHF | 287'955 CHF | 99.97% | 99.97% |
13.05.2024 | 0.24% | 4.05 CHF | 4.06 CHF | 72'000 | 72'000 | 71'606 | 71'606 | 292'056 CHF | 292'772 CHF | 100.00% | 100.00% |
10.05.2024 | 0.24% | 4.14 CHF | 4.15 CHF | 71'000 | 71'000 | 71'447 | 71'447 | 293'199 CHF | 293'913 CHF | 100.00% | 100.00% |
08.05.2024 | 0.25% | 3.98 CHF | 3.99 CHF | 73'000 | 73'000 | 72'359 | 72'359 | 288'342 CHF | 289'066 CHF | 99.06% | 99.06% |
07.05.2024 | 0.25% | 4.04 CHF | 4.05 CHF | 72'000 | 72'000 | 72'058 | 72'058 | 290'094 CHF | 290'815 CHF | 99.66% | 99.66% |
06.05.2024 | 0.26% | 3.97 CHF | 3.98 CHF | 73'000 | 73'000 | 73'293 | 73'293 | 286'836 CHF | 287'569 CHF | 100.00% | 100.00% |
03.05.2024 | 0.27% | 3.84 CHF | 3.85 CHF | 74'000 | 74'000 | 74'660 | 74'660 | 281'254 CHF | 282'001 CHF | 99.96% | 99.96% |
02.05.2024 | 0.27% | 3.65 CHF | 3.66 CHF | 76'000 | 76'000 | 75'184 | 75'184 | 277'574 CHF | 278'326 CHF | 99.98% | 99.98% |