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 | 0.43% | 4.69 CHF | 4.71 CHF | 20'500 | 20'500 | 20'353 | 20'353 | 95'462 CHF | 95'870 CHF | 100.00% | 100.00% |
15.05.2024 | 0.43% | 4.69 CHF | 4.71 CHF | 20'500 | 20'500 | 21'110 | 21'110 | 99'346 CHF | 99'768 CHF | 100.00% | 100.00% |
14.05.2024 | 0.43% | 4.71 CHF | 4.73 CHF | 21'500 | 21'500 | 21'371 | 21'371 | 100'767 CHF | 101'195 CHF | 99.44% | 99.44% |
13.05.2024 | 0.42% | 4.70 CHF | 4.72 CHF | 21'000 | 21'000 | 21'365 | 21'365 | 100'786 CHF | 101'213 CHF | 99.69% | 99.69% |
10.05.2024 | 0.42% | 4.74 CHF | 4.76 CHF | 22'500 | 22'500 | 22'438 | 22'438 | 106'304 CHF | 106'753 CHF | 99.91% | 99.91% |
08.05.2024 | 0.42% | 4.74 CHF | 4.76 CHF | 23'000 | 23'000 | 23'027 | 23'027 | 109'332 CHF | 109'792 CHF | 99.57% | 99.57% |
07.05.2024 | 0.42% | 4.74 CHF | 4.76 CHF | 23'000 | 23'000 | 22'808 | 22'808 | 108'237 CHF | 108'694 CHF | 100.00% | 100.00% |
06.05.2024 | 0.22% | 4.78 CHF | 4.79 CHF | 24'500 | 24'500 | 24'409 | 24'409 | 116'795 CHF | 117'047 CHF | 98.80% | 98.80% |
03.05.2024 | 0.31% | 4.76 CHF | 4.78 CHF | 24'000 | 24'000 | 24'122 | 24'122 | 115'136 CHF | 115'493 CHF | 98.64% | 98.64% |
02.05.2024 | 0.30% | 4.76 CHF | 4.78 CHF | 24'000 | 24'000 | 24'207 | 24'207 | 115'623 CHF | 115'963 CHF | 99.61% | 99.61% |