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% | 4.50 CHF | 4.51 CHF | 69'000 | 69'000 | 68'121 | 68'121 | 305'293 CHF | 305'975 CHF | 100.00% | 100.00% |
15.05.2024 | 0.23% | 4.42 CHF | 4.43 CHF | 69'000 | 69'000 | 68'812 | 68'812 | 303'516 CHF | 304'205 CHF | 99.82% | 99.82% |
14.05.2024 | 0.22% | 4.42 CHF | 4.43 CHF | 69'000 | 69'000 | 67'743 | 67'743 | 304'333 CHF | 305'010 CHF | 97.18% | 97.18% |
13.05.2024 | 0.23% | 4.51 CHF | 4.52 CHF | 68'000 | 68'000 | 67'362 | 67'362 | 301'927 CHF | 302'601 CHF | 100.00% | 100.00% |
10.05.2024 | 0.22% | 4.52 CHF | 4.53 CHF | 68'000 | 68'000 | 66'378 | 66'378 | 303'282 CHF | 303'947 CHF | 100.00% | 100.00% |
08.05.2024 | 0.23% | 4.48 CHF | 4.49 CHF | 68'000 | 68'000 | 68'209 | 68'209 | 299'384 CHF | 300'067 CHF | 100.00% | 100.00% |
07.05.2024 | 0.23% | 4.43 CHF | 4.44 CHF | 69'000 | 69'000 | 67'507 | 67'507 | 300'049 CHF | 300'725 CHF | 99.91% | 99.91% |
06.05.2024 | 0.23% | 4.47 CHF | 4.48 CHF | 68'000 | 68'000 | 67'361 | 67'361 | 302'141 CHF | 302'815 CHF | 99.73% | 99.73% |
03.05.2024 | 0.22% | 4.46 CHF | 4.47 CHF | 68'000 | 68'000 | 66'830 | 66'830 | 301'287 CHF | 301'956 CHF | 99.09% | 99.09% |
02.05.2024 | 0.22% | 4.50 CHF | 4.51 CHF | 68'000 | 68'000 | 66'392 | 66'392 | 303'684 CHF | 304'349 CHF | 99.59% | 99.59% |