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% | 4.16 CHF | 4.17 CHF | 23'000 | 23'000 | 23'571 | 23'571 | 97'560 CHF | 97'796 CHF | 99.97% | 99.97% |
14.05.2024 | 0.25% | 4.10 CHF | 4.11 CHF | 24'000 | 24'000 | 23'750 | 23'750 | 96'379 CHF | 96'617 CHF | 99.29% | 99.29% |
13.05.2024 | 0.25% | 4.05 CHF | 4.06 CHF | 24'000 | 24'000 | 23'775 | 23'775 | 96'655 CHF | 96'893 CHF | 100.00% | 100.00% |
10.05.2024 | 0.25% | 4.00 CHF | 4.01 CHF | 24'000 | 24'000 | 24'599 | 24'599 | 97'348 CHF | 97'594 CHF | 99.40% | 99.40% |
08.05.2024 | 0.26% | 3.90 CHF | 3.91 CHF | 25'000 | 25'000 | 24'945 | 24'945 | 97'856 CHF | 98'106 CHF | 91.96% | 91.96% |
07.05.2024 | 0.25% | 4.03 CHF | 4.04 CHF | 24'000 | 24'000 | 23'786 | 23'786 | 96'453 CHF | 96'691 CHF | 94.27% | 94.27% |
06.05.2024 | 0.28% | 3.62 CHF | 3.63 CHF | 27'000 | 27'000 | 26'815 | 26'815 | 96'281 CHF | 96'550 CHF | 98.43% | 98.43% |
03.05.2024 | 0.28% | 3.55 CHF | 3.56 CHF | 28'000 | 28'000 | 27'876 | 27'876 | 98'347 CHF | 98'626 CHF | 97.08% | 97.76% |
02.05.2024 | 0.29% | 3.48 CHF | 3.49 CHF | 28'000 | 28'000 | 27'861 | 27'861 | 97'468 CHF | 97'747 CHF | 99.30% | 99.30% |
30.04.2024 | 0.28% | 3.49 CHF | 3.50 CHF | 28'000 | 28'000 | 27'841 | 27'841 | 98'264 CHF | 98'542 CHF | 99.06% | 99.06% |