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 | 0.20% | 4.94 CHF | 4.95 CHF | 72'000 | 72'000 | 71'951 | 71'951 | 356'839 CHF | 357'559 CHF | 100.00% | 100.00% |
15.05.2024 | 0.20% | 5.00 CHF | 5.01 CHF | 72'000 | 72'000 | 71'862 | 71'862 | 357'576 CHF | 358'296 CHF | 100.00% | 100.00% |
14.05.2024 | 0.21% | 4.92 CHF | 4.93 CHF | 72'000 | 72'000 | 72'057 | 72'057 | 351'137 CHF | 351'857 CHF | 100.00% | 100.00% |
13.05.2024 | 0.20% | 4.87 CHF | 4.88 CHF | 72'000 | 72'000 | 72'000 | 72'000 | 351'509 CHF | 352'229 CHF | 100.00% | 100.00% |
10.05.2024 | 0.21% | 4.80 CHF | 4.81 CHF | 76'000 | 76'000 | 76'000 | 76'000 | 360'910 CHF | 361'670 CHF | 100.00% | 100.00% |
08.05.2024 | 0.21% | 4.68 CHF | 4.69 CHF | 76'000 | 76'000 | 76'000 | 76'000 | 357'421 CHF | 358'181 CHF | 99.08% | 99.08% |
07.05.2024 | 0.21% | 4.84 CHF | 4.85 CHF | 76'000 | 76'000 | 73'556 | 73'556 | 358'319 CHF | 359'054 CHF | 99.93% | 99.93% |
06.05.2024 | 0.23% | 4.32 CHF | 4.33 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 343'274 CHF | 344'074 CHF | 100.00% | 100.00% |
03.05.2024 | 0.24% | 4.23 CHF | 4.24 CHF | 80'000 | 80'000 | 80'037 | 80'037 | 336'993 CHF | 337'794 CHF | 99.93% | 99.93% |
02.05.2024 | 0.24% | 4.15 CHF | 4.16 CHF | 84'000 | 84'000 | 83'485 | 83'485 | 348'453 CHF | 349'288 CHF | 99.99% | 99.99% |