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% | 4.68 CHF | 4.69 CHF | 49'000 | 49'000 | 48'962 | 48'962 | 228'387 CHF | 228'877 CHF | 100.00% | 100.00% |
15.05.2024 | 0.23% | 4.46 CHF | 4.47 CHF | 51'000 | 51'000 | 50'901 | 50'901 | 226'628 CHF | 227'138 CHF | 100.00% | 100.00% |
14.05.2024 | 0.23% | 4.42 CHF | 4.43 CHF | 51'000 | 51'000 | 50'996 | 50'996 | 225'423 CHF | 225'933 CHF | 100.00% | 100.00% |
13.05.2024 | 0.22% | 4.52 CHF | 4.53 CHF | 51'000 | 51'000 | 50'023 | 50'023 | 226'746 CHF | 227'246 CHF | 100.00% | 100.00% |
10.05.2024 | 0.22% | 4.56 CHF | 4.57 CHF | 49'000 | 49'000 | 49'400 | 49'400 | 224'622 CHF | 225'116 CHF | 100.00% | 100.00% |
08.05.2024 | 0.23% | 4.45 CHF | 4.46 CHF | 51'000 | 51'000 | 51'000 | 51'000 | 225'812 CHF | 226'322 CHF | 99.08% | 99.08% |
07.05.2024 | 0.23% | 4.39 CHF | 4.40 CHF | 51'000 | 51'000 | 51'345 | 51'345 | 223'016 CHF | 223'530 CHF | 99.94% | 99.94% |
06.05.2024 | 0.23% | 4.32 CHF | 4.33 CHF | 52'000 | 52'000 | 52'000 | 52'000 | 222'977 CHF | 223'497 CHF | 100.00% | 100.00% |
03.05.2024 | 0.24% | 4.21 CHF | 4.22 CHF | 52'000 | 52'000 | 52'000 | 52'000 | 220'348 CHF | 220'868 CHF | 99.98% | 99.98% |
02.05.2024 | 0.24% | 4.20 CHF | 4.21 CHF | 52'000 | 52'000 | 52'000 | 52'000 | 219'421 CHF | 219'941 CHF | 100.00% | 100.00% |