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 | 0.22% | 4.71 CHF | 4.72 CHF | 69'000 | 69'000 | 68'123 | 68'123 | 319'515 CHF | 320'197 CHF | 100.00% | 100.00% |
15.05.2024 | 0.22% | 4.63 CHF | 4.64 CHF | 69'000 | 69'000 | 68'811 | 68'811 | 317'917 CHF | 318'606 CHF | 99.83% | 99.83% |
14.05.2024 | 0.21% | 4.63 CHF | 4.64 CHF | 69'000 | 69'000 | 67'741 | 67'741 | 318'513 CHF | 319'191 CHF | 97.22% | 97.22% |
13.05.2024 | 0.22% | 4.72 CHF | 4.73 CHF | 68'000 | 68'000 | 67'361 | 67'361 | 316'005 CHF | 316'680 CHF | 100.00% | 100.00% |
10.05.2024 | 0.21% | 4.73 CHF | 4.74 CHF | 68'000 | 68'000 | 66'378 | 66'378 | 317'172 CHF | 317'837 CHF | 100.00% | 100.00% |
08.05.2024 | 0.22% | 4.69 CHF | 4.70 CHF | 68'000 | 68'000 | 68'209 | 68'209 | 313'675 CHF | 314'358 CHF | 100.00% | 100.00% |
07.05.2024 | 0.22% | 4.64 CHF | 4.65 CHF | 69'000 | 69'000 | 67'634 | 67'634 | 314'744 CHF | 315'421 CHF | 100.00% | 100.00% |
06.05.2024 | 0.22% | 4.68 CHF | 4.69 CHF | 68'000 | 68'000 | 67'361 | 67'361 | 316'198 CHF | 316'872 CHF | 99.73% | 99.73% |
03.05.2024 | 0.21% | 4.67 CHF | 4.68 CHF | 68'000 | 68'000 | 66'819 | 66'819 | 315'209 CHF | 315'878 CHF | 98.74% | 98.74% |
02.05.2024 | 0.21% | 4.71 CHF | 4.72 CHF | 68'000 | 68'000 | 66'392 | 66'392 | 317'642 CHF | 318'306 CHF | 99.74% | 99.74% |