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 | 0.24% | 4.22 CHF | 4.23 CHF | 29'000 | 29'000 | 28'860 | 28'860 | 122'117 CHF | 122'406 CHF | 100.00% | 100.00% |
15.05.2024 | 0.24% | 4.31 CHF | 4.32 CHF | 29'000 | 29'000 | 28'629 | 28'629 | 121'170 CHF | 121'457 CHF | 99.39% | 99.39% |
14.05.2024 | 0.24% | 4.12 CHF | 4.13 CHF | 29'000 | 29'000 | 29'155 | 29'155 | 119'848 CHF | 120'139 CHF | 99.98% | 99.98% |
13.05.2024 | 0.25% | 4.01 CHF | 4.02 CHF | 30'000 | 30'000 | 29'876 | 29'876 | 120'077 CHF | 120'376 CHF | 100.00% | 100.00% |
10.05.2024 | 0.25% | 4.03 CHF | 4.04 CHF | 30'000 | 30'000 | 29'876 | 29'876 | 119'807 CHF | 120'106 CHF | 100.00% | 100.00% |
08.05.2024 | 0.27% | 3.75 CHF | 3.76 CHF | 31'000 | 31'000 | 30'865 | 30'865 | 115'105 CHF | 115'414 CHF | 99.24% | 99.24% |
07.05.2024 | 0.27% | 3.74 CHF | 3.75 CHF | 31'000 | 31'000 | 31'017 | 31'017 | 114'656 CHF | 114'966 CHF | 98.96% | 98.96% |
06.05.2024 | 0.28% | 3.59 CHF | 3.60 CHF | 32'000 | 32'000 | 31'867 | 31'867 | 114'974 CHF | 115'293 CHF | 99.02% | 99.02% |
03.05.2024 | 0.28% | 3.62 CHF | 3.63 CHF | 31'000 | 31'000 | 30'872 | 30'872 | 111'871 CHF | 112'180 CHF | 99.99% | 99.99% |
02.05.2024 | 0.28% | 3.61 CHF | 3.62 CHF | 31'000 | 31'000 | 30'872 | 30'872 | 111'577 CHF | 111'885 CHF | 100.00% | 100.00% |