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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.20% | 5.17 CHF | 5.18 CHF | 45'000 | 45'000 | 45'341 | 45'341 | 232'042 CHF | 232'495 CHF | 100.00% | 100.00% |
16.05.2024 | 0.20% | 4.97 CHF | 4.98 CHF | 47'000 | 47'000 | 46'482 | 46'482 | 229'987 CHF | 230'452 CHF | 100.00% | 100.00% |
15.05.2024 | 0.21% | 4.84 CHF | 4.85 CHF | 47'000 | 47'000 | 46'767 | 46'767 | 228'750 CHF | 229'219 CHF | 100.00% | 100.00% |
14.05.2024 | 0.21% | 4.87 CHF | 4.88 CHF | 47'000 | 47'000 | 47'317 | 47'317 | 229'061 CHF | 229'534 CHF | 100.00% | 100.00% |
13.05.2024 | 0.21% | 4.87 CHF | 4.88 CHF | 47'000 | 47'000 | 47'303 | 47'303 | 229'300 CHF | 229'773 CHF | 100.00% | 100.00% |
10.05.2024 | 0.20% | 4.90 CHF | 4.91 CHF | 47'000 | 47'000 | 46'707 | 46'707 | 231'095 CHF | 231'562 CHF | 100.00% | 100.00% |
08.05.2024 | 0.21% | 4.81 CHF | 4.82 CHF | 48'000 | 48'000 | 47'695 | 47'695 | 229'296 CHF | 229'773 CHF | 99.06% | 99.06% |
07.05.2024 | 0.20% | 4.90 CHF | 4.91 CHF | 47'000 | 47'000 | 46'694 | 46'694 | 228'112 CHF | 228'579 CHF | 100.00% | 100.00% |
06.05.2024 | - | 4.76 CHF | 4.83 CHF | 5'000 | 5'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
03.05.2024 | 0.21% | 4.74 CHF | 4.75 CHF | 48'000 | 48'000 | 47'706 | 47'706 | 227'096 CHF | 227'573 CHF | 99.99% | 99.99% |