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% | 4.36 CHF | 4.37 CHF | 69'000 | 69'000 | 68'114 | 68'114 | 295'816 CHF | 296'498 CHF | 100.00% | 100.00% |
15.05.2024 | 0.24% | 4.28 CHF | 4.29 CHF | 69'000 | 69'000 | 68'820 | 68'820 | 293'976 CHF | 294'665 CHF | 99.93% | 99.93% |
14.05.2024 | 0.23% | 4.28 CHF | 4.29 CHF | 69'000 | 69'000 | 67'743 | 67'743 | 294'884 CHF | 295'562 CHF | 97.18% | 97.18% |
13.05.2024 | 0.23% | 4.37 CHF | 4.38 CHF | 68'000 | 68'000 | 67'361 | 67'361 | 292'542 CHF | 293'216 CHF | 100.00% | 100.00% |
10.05.2024 | 0.23% | 4.38 CHF | 4.39 CHF | 68'000 | 68'000 | 66'373 | 66'373 | 294'016 CHF | 294'680 CHF | 100.00% | 100.00% |
08.05.2024 | 0.24% | 4.34 CHF | 4.35 CHF | 68'000 | 68'000 | 68'209 | 68'209 | 289'862 CHF | 290'545 CHF | 100.00% | 100.00% |
07.05.2024 | 0.23% | 4.29 CHF | 4.30 CHF | 69'000 | 69'000 | 67'628 | 67'628 | 291'173 CHF | 291'850 CHF | 100.00% | 100.00% |
06.05.2024 | 0.23% | 4.33 CHF | 4.34 CHF | 68'000 | 68'000 | 67'362 | 67'362 | 292'778 CHF | 293'452 CHF | 99.89% | 99.89% |
03.05.2024 | 0.23% | 4.32 CHF | 4.33 CHF | 68'000 | 68'000 | 66'823 | 66'823 | 291'959 CHF | 292'628 CHF | 98.79% | 98.79% |
02.05.2024 | 0.23% | 4.36 CHF | 4.37 CHF | 68'000 | 68'000 | 66'392 | 66'392 | 294'392 CHF | 295'057 CHF | 99.63% | 99.63% |