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% | 4.76 CHF | 4.77 CHF | 116'000 | 116'000 | 115'029 | 115'029 | 547'251 CHF | 548'402 CHF | 99.88% | 99.88% |
15.05.2024 | 0.22% | 4.65 CHF | 4.66 CHF | 116'000 | 116'000 | 115'254 | 115'254 | 529'547 CHF | 530'702 CHF | 100.00% | 100.00% |
14.05.2024 | 0.22% | 4.58 CHF | 4.59 CHF | 116'000 | 116'000 | 115'490 | 115'490 | 530'992 CHF | 532'148 CHF | 99.78% | 99.78% |
13.05.2024 | 0.22% | 4.65 CHF | 4.66 CHF | 116'000 | 116'000 | 115'522 | 115'522 | 536'630 CHF | 537'785 CHF | 100.00% | 100.00% |
10.05.2024 | 0.21% | 4.62 CHF | 4.63 CHF | 116'000 | 116'000 | 115'522 | 115'522 | 536'831 CHF | 537'986 CHF | 100.00% | 100.00% |
08.05.2024 | 0.22% | 4.62 CHF | 4.63 CHF | 116'000 | 116'000 | 115'497 | 115'497 | 533'933 CHF | 535'088 CHF | 99.15% | 99.15% |
07.05.2024 | 0.22% | 4.54 CHF | 4.55 CHF | 118'000 | 118'000 | 118'018 | 118'018 | 525'411 CHF | 526'592 CHF | 99.79% | 99.79% |
06.05.2024 | 0.23% | 4.39 CHF | 4.40 CHF | 120'000 | 120'000 | 119'607 | 119'607 | 520'633 CHF | 521'829 CHF | 100.00% | 100.00% |
03.05.2024 | 0.23% | 4.33 CHF | 4.34 CHF | 120'000 | 120'000 | 119'839 | 119'839 | 517'512 CHF | 518'710 CHF | 99.96% | 99.96% |
02.05.2024 | 0.23% | 4.28 CHF | 4.29 CHF | 122'000 | 122'000 | 120'807 | 120'807 | 516'907 CHF | 518'115 CHF | 100.00% | 100.00% |