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 | 0.23% | 4.28 CHF | 4.29 CHF | 46'000 | 46'000 | 45'965 | 45'965 | 195'678 CHF | 196'138 CHF | 100.00% | 100.00% |
15.05.2024 | 0.24% | 4.20 CHF | 4.21 CHF | 46'000 | 46'000 | 45'908 | 45'908 | 193'392 CHF | 193'852 CHF | 100.00% | 100.00% |
14.05.2024 | 0.24% | 4.18 CHF | 4.19 CHF | 46'000 | 46'000 | 46'974 | 46'974 | 193'162 CHF | 193'632 CHF | 100.00% | 100.00% |
13.05.2024 | 0.24% | 4.14 CHF | 4.15 CHF | 47'000 | 47'000 | 47'000 | 47'000 | 194'714 CHF | 195'184 CHF | 100.00% | 100.00% |
10.05.2024 | 0.24% | 4.14 CHF | 4.15 CHF | 47'000 | 47'000 | 47'000 | 47'000 | 194'811 CHF | 195'281 CHF | 100.00% | 100.00% |
08.05.2024 | 0.25% | 4.05 CHF | 4.06 CHF | 47'000 | 47'000 | 47'005 | 47'005 | 191'048 CHF | 191'518 CHF | 99.09% | 99.09% |
07.05.2024 | 0.25% | 4.06 CHF | 4.07 CHF | 47'000 | 47'000 | 47'075 | 47'075 | 190'869 CHF | 191'340 CHF | 99.94% | 99.94% |
06.05.2024 | 0.25% | 3.98 CHF | 3.99 CHF | 48'000 | 48'000 | 48'000 | 48'000 | 190'881 CHF | 191'361 CHF | 100.00% | 100.00% |
03.05.2024 | 0.26% | 3.89 CHF | 3.90 CHF | 49'000 | 49'000 | 48'934 | 48'934 | 189'997 CHF | 190'487 CHF | 99.98% | 99.98% |
02.05.2024 | 0.26% | 3.81 CHF | 3.82 CHF | 49'000 | 49'000 | 49'000 | 49'000 | 188'305 CHF | 188'795 CHF | 100.00% | 100.00% |