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 | 1.37% | 4.77 CHF | 4.80 CHF | 45'000 | 45'000 | 28'850 | 28'850 | 137'572 CHF | 139'289 CHF | 99.90% | 99.90% |
15.05.2024 | 1.44% | 4.77 CHF | 4.80 CHF | 45'000 | 45'000 | 28'913 | 28'913 | 132'497 CHF | 134'220 CHF | 99.87% | 99.87% |
14.05.2024 | 1.46% | 4.52 CHF | 4.55 CHF | 46'000 | 46'000 | 29'049 | 29'049 | 130'470 CHF | 132'197 CHF | 99.85% | 99.85% |
13.05.2024 | 1.51% | 4.42 CHF | 4.45 CHF | 46'000 | 46'000 | 29'264 | 29'264 | 126'901 CHF | 128'641 CHF | 99.97% | 99.97% |
10.05.2024 | 1.52% | 4.14 CHF | 4.17 CHF | 47'000 | 47'000 | 29'230 | 29'230 | 124'907 CHF | 126'640 CHF | 99.88% | 99.88% |
08.05.2024 | 1.57% | 4.09 CHF | 4.12 CHF | 47'000 | 47'000 | 29'479 | 29'479 | 121'383 CHF | 123'129 CHF | 99.65% | 99.65% |
07.05.2024 | 1.56% | 4.14 CHF | 4.17 CHF | 47'000 | 47'000 | 29'283 | 29'283 | 122'304 CHF | 124'042 CHF | 99.96% | 99.96% |
06.05.2024 | 1.61% | 4.07 CHF | 4.10 CHF | 47'000 | 47'000 | 29'418 | 29'418 | 119'545 CHF | 121'284 CHF | 98.62% | 98.62% |
03.05.2024 | 1.56% | 4.27 CHF | 4.30 CHF | 46'000 | 46'000 | 28'970 | 28'970 | 122'582 CHF | 124'319 CHF | 97.61% | 97.61% |
02.05.2024 | 2.08% | 3.20 CHF | 3.23 CHF | 49'000 | 49'000 | 30'008 | 30'008 | 94'071 CHF | 95'839 CHF | 98.17% | 98.17% |