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 | 0.21% | 4.74 CHF | 4.75 CHF | 82'000 | 82'000 | 80'901 | 80'901 | 394'180 CHF | 394'990 CHF | 99.91% | 99.91% |
15.05.2024 | 0.21% | 5.00 CHF | 5.01 CHF | 84'500 | 84'500 | 84'058 | 84'058 | 412'826 CHF | 413'667 CHF | 99.95% | 99.95% |
14.05.2024 | 0.21% | 4.79 CHF | 4.80 CHF | 85'000 | 85'000 | 84'248 | 84'248 | 400'701 CHF | 401'544 CHF | 99.76% | 99.76% |
13.05.2024 | 0.21% | 4.81 CHF | 4.82 CHF | 84'000 | 84'000 | 83'262 | 83'262 | 399'233 CHF | 400'067 CHF | 99.92% | 99.92% |
10.05.2024 | 0.21% | 4.83 CHF | 4.84 CHF | 89'500 | 89'500 | 88'383 | 88'383 | 431'659 CHF | 432'543 CHF | 99.69% | 99.69% |
08.05.2024 | 0.23% | 4.46 CHF | 4.47 CHF | 92'000 | 92'000 | 90'973 | 90'973 | 407'654 CHF | 408'565 CHF | 100.00% | 100.00% |
07.05.2024 | 0.24% | 4.41 CHF | 4.42 CHF | 98'500 | 98'500 | 98'484 | 98'484 | 416'355 CHF | 417'341 CHF | 100.00% | 100.00% |
06.05.2024 | 0.25% | 4.04 CHF | 4.05 CHF | 104'500 | 104'500 | 103'869 | 103'869 | 413'769 CHF | 414'809 CHF | 97.38% | 97.38% |
03.05.2024 | 0.26% | 3.81 CHF | 3.82 CHF | 108'500 | 108'500 | 107'852 | 107'852 | 411'978 CHF | 413'057 CHF | 97.06% | 97.06% |
02.05.2024 | 0.27% | 3.75 CHF | 3.76 CHF | 108'000 | 108'000 | 106'916 | 106'916 | 402'861 CHF | 403'932 CHF | 99.19% | 99.19% |