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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 0.25% | 4.01 CHF | 4.02 CHF | 77'000 | 77'000 | 77'011 | 77'011 | 309'662 CHF | 310'432 CHF | 100.00% | 100.00% |
21.05.2024 | 0.24% | 4.11 CHF | 4.12 CHF | 76'000 | 76'000 | 75'952 | 75'952 | 312'327 CHF | 313'087 CHF | 100.00% | 100.00% |
17.05.2024 | 0.24% | 4.17 CHF | 4.18 CHF | 76'000 | 76'000 | 75'906 | 75'906 | 316'031 CHF | 316'790 CHF | 100.00% | 100.00% |
16.05.2024 | 0.24% | 4.09 CHF | 4.10 CHF | 77'000 | 77'000 | 76'423 | 76'423 | 313'307 CHF | 314'072 CHF | 100.00% | 100.00% |
15.05.2024 | 0.24% | 4.19 CHF | 4.20 CHF | 75'000 | 75'000 | 74'576 | 74'576 | 317'615 CHF | 318'362 CHF | 100.00% | 100.00% |
14.05.2024 | 0.23% | 4.28 CHF | 4.29 CHF | 75'000 | 75'000 | 74'156 | 74'156 | 318'968 CHF | 319'710 CHF | 99.97% | 99.97% |
13.05.2024 | 0.23% | 4.30 CHF | 4.31 CHF | 74'000 | 74'000 | 74'551 | 74'551 | 319'775 CHF | 320'520 CHF | 100.00% | 100.00% |
10.05.2024 | 0.23% | 4.28 CHF | 4.29 CHF | 75'000 | 75'000 | 74'064 | 74'064 | 319'896 CHF | 320'637 CHF | 100.00% | 100.00% |
08.05.2024 | 0.24% | 4.15 CHF | 4.16 CHF | 76'000 | 76'000 | 76'283 | 76'283 | 314'729 CHF | 315'492 CHF | 99.06% | 99.06% |
07.05.2024 | 0.24% | 4.13 CHF | 4.14 CHF | 76'000 | 76'000 | 75'982 | 75'982 | 314'874 CHF | 315'634 CHF | 99.64% | 99.64% |