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 | 0.23% | 4.40 CHF | 4.41 CHF | 36'000 | 36'000 | 35'658 | 35'658 | 155'893 CHF | 156'250 CHF | 98.84% | 98.84% |
15.05.2024 | 0.25% | 4.01 CHF | 4.02 CHF | 37'000 | 37'000 | 36'653 | 36'653 | 146'774 CHF | 147'141 CHF | 100.00% | 100.00% |
14.05.2024 | 0.26% | 3.96 CHF | 3.97 CHF | 37'000 | 37'000 | 37'226 | 37'226 | 147'085 CHF | 147'457 CHF | 99.24% | 99.24% |
13.05.2024 | 0.24% | 4.12 CHF | 4.13 CHF | 37'000 | 37'000 | 36'623 | 36'623 | 151'891 CHF | 152'258 CHF | 99.81% | 99.81% |
10.05.2024 | 0.24% | 4.20 CHF | 4.21 CHF | 36'000 | 36'000 | 36'655 | 36'655 | 153'011 CHF | 153'378 CHF | 99.31% | 99.31% |
08.05.2024 | 0.25% | 4.00 CHF | 4.01 CHF | 37'000 | 37'000 | 37'071 | 37'071 | 147'056 CHF | 147'427 CHF | 99.42% | 99.42% |
07.05.2024 | 0.26% | 3.91 CHF | 3.92 CHF | 38'000 | 38'000 | 37'592 | 37'592 | 143'757 CHF | 144'134 CHF | 99.64% | 99.64% |
06.05.2024 | 0.27% | 3.78 CHF | 3.79 CHF | 38'000 | 38'000 | 37'549 | 37'549 | 139'968 CHF | 140'344 CHF | 98.45% | 98.45% |
03.05.2024 | 0.28% | 3.59 CHF | 3.60 CHF | 39'000 | 39'000 | 38'232 | 38'232 | 139'157 CHF | 139'539 CHF | 98.57% | 98.57% |
02.05.2024 | 0.28% | 3.58 CHF | 3.59 CHF | 39'000 | 39'000 | 38'810 | 38'810 | 140'118 CHF | 140'506 CHF | 98.76% | 98.76% |