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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 0.21% | 4.84 CHF | 4.85 CHF | 8'500 | 8'500 | 8'420 | 8'420 | 41'207 CHF | 41'292 CHF | 100.00% | 100.00% |
10.05.2024 | 0.21% | 4.87 CHF | 4.88 CHF | 8'500 | 8'500 | 8'431 | 8'431 | 41'258 CHF | 41'342 CHF | 93.38% | 99.54% |
08.05.2024 | 0.21% | 4.86 CHF | 4.87 CHF | 8'500 | 8'500 | 8'478 | 8'478 | 41'326 CHF | 41'411 CHF | 99.50% | 99.50% |
07.05.2024 | 0.21% | 4.75 CHF | 4.76 CHF | 8'500 | 8'500 | 8'626 | 8'626 | 40'794 CHF | 40'880 CHF | 99.68% | 99.68% |
06.05.2024 | 0.24% | 4.17 CHF | 4.18 CHF | 9'000 | 9'000 | 9'136 | 9'136 | 37'766 CHF | 37'857 CHF | 94.67% | 98.23% |
03.05.2024 | 0.26% | 4.02 CHF | 4.03 CHF | 9'500 | 9'500 | 9'466 | 9'466 | 37'004 CHF | 37'099 CHF | 97.53% | 97.53% |
02.05.2024 | 0.27% | 3.69 CHF | 3.70 CHF | 9'500 | 9'500 | 9'469 | 9'469 | 35'096 CHF | 35'191 CHF | 98.60% | 98.60% |
30.04.2024 | 0.26% | 3.76 CHF | 3.77 CHF | 9'500 | 9'500 | 9'447 | 9'447 | 35'995 CHF | 36'089 CHF | 98.58% | 98.58% |
29.04.2024 | 0.26% | 3.86 CHF | 3.87 CHF | 9'500 | 9'500 | 9'398 | 9'398 | 36'026 CHF | 36'120 CHF | 99.42% | 99.42% |
26.04.2024 | 0.27% | 3.80 CHF | 3.81 CHF | 9'500 | 9'500 | 9'522 | 9'522 | 35'560 CHF | 35'655 CHF | 99.10% | 99.10% |