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 | 0.48% | 4.96 CHF | 4.97 CHF | 72'000 | 72'000 | 32'732 | 32'732 | 161'231 CHF | 161'831 CHF | 100.00% | 100.00% |
15.05.2024 | 0.48% | 4.85 CHF | 4.86 CHF | 73'000 | 73'000 | 33'102 | 33'102 | 160'288 CHF | 160'894 CHF | 99.58% | 99.58% |
14.05.2024 | 0.48% | 4.79 CHF | 4.80 CHF | 73'000 | 73'000 | 32'487 | 32'487 | 157'954 CHF | 158'541 CHF | 100.00% | 100.00% |
13.05.2024 | 0.48% | 4.90 CHF | 4.91 CHF | 73'000 | 73'000 | 32'508 | 32'508 | 159'121 CHF | 159'709 CHF | 99.97% | 99.97% |
10.05.2024 | 0.48% | 4.89 CHF | 4.90 CHF | 73'000 | 73'000 | 32'937 | 32'937 | 160'917 CHF | 161'519 CHF | 100.00% | 100.00% |
08.05.2024 | 0.49% | 4.79 CHF | 4.80 CHF | 73'000 | 73'000 | 32'922 | 32'922 | 158'338 CHF | 158'944 CHF | 99.08% | 99.08% |
07.05.2024 | 0.49% | 4.76 CHF | 4.77 CHF | 74'000 | 74'000 | 33'446 | 33'446 | 159'177 CHF | 159'786 CHF | 99.94% | 99.94% |
06.05.2024 | 0.50% | 4.70 CHF | 4.71 CHF | 74'000 | 74'000 | 33'503 | 33'503 | 157'306 CHF | 157'916 CHF | 100.00% | 100.00% |
03.05.2024 | 0.51% | 4.58 CHF | 4.59 CHF | 76'000 | 76'000 | 33'862 | 33'862 | 155'418 CHF | 156'032 CHF | 99.51% | 99.51% |
02.05.2024 | 0.83% | 4.63 CHF | 4.64 CHF | 75'000 | 75'000 | 25'276 | 25'276 | 117'004 CHF | 117'578 CHF | 100.00% | 100.00% |