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% | 4.99 CHF | 5.00 CHF | 69'000 | 69'000 | 68'112 | 68'112 | 338'766 CHF | 339'448 CHF | 100.00% | 100.00% |
15.05.2024 | 0.21% | 4.92 CHF | 4.93 CHF | 69'000 | 69'000 | 68'815 | 68'815 | 337'449 CHF | 338'138 CHF | 100.00% | 100.00% |
14.05.2024 | 0.20% | 4.91 CHF | 4.92 CHF | 69'000 | 69'000 | 67'440 | 67'440 | 336'331 CHF | 337'006 CHF | 97.14% | 97.14% |
13.05.2024 | 0.20% | 5.00 CHF | 5.01 CHF | 68'000 | 68'000 | 67'362 | 67'362 | 335'157 CHF | 335'832 CHF | 100.00% | 100.00% |
10.05.2024 | 0.20% | 5.01 CHF | 5.02 CHF | 68'000 | 68'000 | 66'373 | 66'373 | 336'022 CHF | 336'686 CHF | 100.00% | 100.00% |
08.05.2024 | 0.21% | 4.97 CHF | 4.98 CHF | 68'000 | 68'000 | 68'197 | 68'197 | 333'036 CHF | 333'718 CHF | 100.00% | 100.00% |
07.05.2024 | 0.20% | 4.92 CHF | 4.93 CHF | 69'000 | 69'000 | 67'634 | 67'634 | 334'020 CHF | 334'697 CHF | 100.00% | 100.00% |
06.05.2024 | 0.20% | 4.96 CHF | 4.97 CHF | 68'000 | 68'000 | 67'361 | 67'361 | 335'324 CHF | 335'999 CHF | 99.79% | 99.79% |
03.05.2024 | 0.20% | 4.95 CHF | 4.96 CHF | 68'000 | 68'000 | 66'805 | 66'805 | 334'119 CHF | 334'787 CHF | 98.33% | 98.33% |
02.05.2024 | 0.20% | 4.99 CHF | 5.00 CHF | 68'000 | 68'000 | 66'393 | 66'393 | 336'657 CHF | 337'322 CHF | 99.95% | 99.95% |