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 | 0.24% | 4.28 CHF | 4.29 CHF | 23'000 | 23'000 | 22'785 | 22'785 | 97'066 CHF | 97'294 CHF | 100.00% | 100.00% |
14.05.2024 | 0.24% | 4.22 CHF | 4.23 CHF | 23'000 | 23'000 | 22'776 | 22'776 | 95'175 CHF | 95'403 CHF | 99.36% | 99.36% |
13.05.2024 | 0.24% | 4.17 CHF | 4.18 CHF | 23'000 | 23'000 | 22'784 | 22'784 | 95'389 CHF | 95'617 CHF | 100.00% | 100.00% |
10.05.2024 | 0.25% | 4.12 CHF | 4.13 CHF | 24'000 | 24'000 | 23'839 | 23'839 | 97'241 CHF | 97'480 CHF | 99.25% | 99.25% |
08.05.2024 | 0.25% | 4.02 CHF | 4.03 CHF | 24'000 | 24'000 | 23'954 | 23'954 | 96'861 CHF | 97'100 CHF | 91.95% | 91.95% |
07.05.2024 | 0.24% | 4.15 CHF | 4.16 CHF | 24'000 | 24'000 | 23'164 | 23'164 | 96'708 CHF | 96'940 CHF | 94.14% | 94.14% |
06.05.2024 | 0.27% | 3.74 CHF | 3.75 CHF | 26'000 | 26'000 | 25'972 | 25'972 | 96'396 CHF | 96'656 CHF | 97.97% | 97.97% |
03.05.2024 | 0.27% | 3.67 CHF | 3.68 CHF | 27'000 | 27'000 | 26'890 | 26'890 | 98'120 CHF | 98'389 CHF | 98.19% | 98.86% |
02.05.2024 | 0.28% | 3.60 CHF | 3.61 CHF | 27'000 | 27'000 | 26'912 | 26'912 | 97'396 CHF | 97'665 CHF | 99.11% | 99.11% |
30.04.2024 | 0.28% | 3.61 CHF | 3.62 CHF | 27'000 | 27'000 | 26'854 | 26'854 | 98'004 CHF | 98'272 CHF | 99.02% | 99.02% |