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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.20% | 5.14 CHF | 5.15 CHF | 29'000 | 29'000 | 28'629 | 28'629 | 144'722 CHF | 145'009 CHF | 99.39% | 99.39% |
14.05.2024 | 0.20% | 4.94 CHF | 4.95 CHF | 29'000 | 29'000 | 29'154 | 29'154 | 143'780 CHF | 144'072 CHF | 99.97% | 99.97% |
13.05.2024 | 0.21% | 4.83 CHF | 4.84 CHF | 30'000 | 30'000 | 29'876 | 29'876 | 144'544 CHF | 144'842 CHF | 100.00% | 100.00% |
10.05.2024 | 0.21% | 4.85 CHF | 4.86 CHF | 30'000 | 30'000 | 29'876 | 29'876 | 144'243 CHF | 144'542 CHF | 99.99% | 99.99% |
08.05.2024 | 0.22% | 4.56 CHF | 4.57 CHF | 31'000 | 31'000 | 30'865 | 30'865 | 140'209 CHF | 140'518 CHF | 99.25% | 99.25% |
07.05.2024 | 0.22% | 4.55 CHF | 4.56 CHF | 31'000 | 31'000 | 31'016 | 31'016 | 139'943 CHF | 140'254 CHF | 98.96% | 98.96% |
06.05.2024 | 0.23% | 4.40 CHF | 4.41 CHF | 32'000 | 32'000 | 31'867 | 31'867 | 140'881 CHF | 141'199 CHF | 99.10% | 99.10% |
03.05.2024 | 0.23% | 4.43 CHF | 4.44 CHF | 31'000 | 31'000 | 30'872 | 30'872 | 136'936 CHF | 137'245 CHF | 99.96% | 99.96% |
02.05.2024 | 0.23% | 4.43 CHF | 4.44 CHF | 31'000 | 31'000 | 30'872 | 30'872 | 136'754 CHF | 137'063 CHF | 99.99% | 99.99% |
30.04.2024 | 0.23% | 4.32 CHF | 4.33 CHF | 32'000 | 32'000 | 30'875 | 30'875 | 135'324 CHF | 135'632 CHF | 99.99% | 99.99% |