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 | 0.41% | 4.85 CHF | 4.87 CHF | 21'000 | 21'000 | 20'852 | 20'852 | 100'875 CHF | 101'292 CHF | 100.00% | 100.00% |
15.05.2024 | 0.42% | 4.75 CHF | 4.77 CHF | 21'000 | 21'000 | 20'959 | 20'959 | 99'507 CHF | 99'927 CHF | 100.00% | 100.00% |
14.05.2024 | 0.43% | 4.74 CHF | 4.76 CHF | 21'000 | 21'000 | 20'998 | 20'998 | 98'395 CHF | 98'815 CHF | 100.00% | 100.00% |
13.05.2024 | 0.43% | 4.68 CHF | 4.70 CHF | 21'000 | 21'000 | 21'000 | 21'000 | 97'923 CHF | 98'343 CHF | 100.00% | 100.00% |
10.05.2024 | 0.43% | 4.64 CHF | 4.66 CHF | 21'000 | 21'000 | 21'000 | 21'000 | 97'378 CHF | 97'798 CHF | 100.00% | 100.00% |
08.05.2024 | 0.44% | 4.60 CHF | 4.62 CHF | 21'000 | 21'000 | 21'026 | 21'026 | 96'061 CHF | 96'481 CHF | 99.09% | 99.09% |
07.05.2024 | 0.44% | 4.51 CHF | 4.53 CHF | 21'000 | 21'000 | 21'831 | 21'831 | 98'160 CHF | 98'597 CHF | 99.94% | 99.94% |
06.05.2024 | 0.45% | 4.44 CHF | 4.46 CHF | 22'000 | 22'000 | 21'801 | 21'801 | 97'639 CHF | 98'075 CHF | 100.00% | 100.00% |
03.05.2024 | 0.45% | 4.44 CHF | 4.46 CHF | 22'000 | 22'000 | 22'000 | 22'000 | 96'770 CHF | 97'210 CHF | 99.98% | 99.98% |
02.05.2024 | 0.46% | 4.32 CHF | 4.34 CHF | 22'000 | 22'000 | 22'000 | 22'000 | 95'811 CHF | 96'251 CHF | 100.00% | 100.00% |