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 | 0.23% | 4.40 CHF | 4.41 CHF | 22'000 | 22'000 | 21'793 | 21'793 | 95'476 CHF | 95'694 CHF | 99.75% | 99.75% |
14.05.2024 | 0.24% | 4.34 CHF | 4.35 CHF | 23'000 | 23'000 | 22'760 | 22'760 | 97'846 CHF | 98'074 CHF | 99.35% | 99.35% |
13.05.2024 | 0.23% | 4.29 CHF | 4.30 CHF | 23'000 | 23'000 | 22'784 | 22'784 | 98'123 CHF | 98'351 CHF | 100.00% | 100.00% |
10.05.2024 | 0.24% | 4.24 CHF | 4.25 CHF | 23'000 | 23'000 | 23'034 | 23'034 | 96'710 CHF | 96'940 CHF | 99.39% | 99.39% |
08.05.2024 | 0.24% | 4.14 CHF | 4.15 CHF | 24'000 | 24'000 | 23'388 | 23'388 | 97'370 CHF | 97'604 CHF | 92.06% | 92.06% |
07.05.2024 | 0.24% | 4.27 CHF | 4.28 CHF | 23'000 | 23'000 | 22'620 | 22'620 | 97'160 CHF | 97'386 CHF | 94.27% | 94.27% |
06.05.2024 | 0.26% | 3.86 CHF | 3.87 CHF | 25'000 | 25'000 | 25'451 | 25'451 | 97'545 CHF | 97'800 CHF | 98.19% | 98.19% |
03.05.2024 | 0.27% | 3.79 CHF | 3.80 CHF | 26'000 | 26'000 | 25'869 | 25'869 | 97'498 CHF | 97'757 CHF | 98.28% | 98.94% |
02.05.2024 | 0.27% | 3.72 CHF | 3.73 CHF | 26'000 | 26'000 | 25'898 | 25'898 | 96'836 CHF | 97'095 CHF | 99.19% | 99.19% |
30.04.2024 | 0.27% | 3.73 CHF | 3.74 CHF | 26'000 | 26'000 | 25'870 | 25'870 | 97'550 CHF | 97'809 CHF | 98.97% | 98.97% |