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 | 0.46% | 4.30 CHF | 4.32 CHF | 64'000 | 64'000 | 62'989 | 62'989 | 275'157 CHF | 276'418 CHF | 100.00% | 100.00% |
15.05.2024 | 0.46% | 4.40 CHF | 4.42 CHF | 63'000 | 63'000 | 63'349 | 63'349 | 273'887 CHF | 275'157 CHF | 100.00% | 100.00% |
14.05.2024 | 0.47% | 4.28 CHF | 4.30 CHF | 64'000 | 64'000 | 64'198 | 64'198 | 271'475 CHF | 272'759 CHF | 99.98% | 99.98% |
13.05.2024 | 0.46% | 4.27 CHF | 4.29 CHF | 64'000 | 64'000 | 63'722 | 63'722 | 274'351 CHF | 275'625 CHF | 100.00% | 100.00% |
10.05.2024 | 0.45% | 4.42 CHF | 4.44 CHF | 61'000 | 61'000 | 61'158 | 61'158 | 269'943 CHF | 271'166 CHF | 100.00% | 100.00% |
08.05.2024 | 0.47% | 4.24 CHF | 4.26 CHF | 63'000 | 63'000 | 62'768 | 62'768 | 267'448 CHF | 268'703 CHF | 99.25% | 99.25% |
07.05.2024 | 0.48% | 4.20 CHF | 4.22 CHF | 63'000 | 63'000 | 63'096 | 63'096 | 263'561 CHF | 264'823 CHF | 97.17% | 97.17% |
06.05.2024 | 0.48% | 4.18 CHF | 4.20 CHF | 63'000 | 63'000 | 63'645 | 63'645 | 263'839 CHF | 265'112 CHF | 98.44% | 98.44% |
03.05.2024 | 0.49% | 4.10 CHF | 4.12 CHF | 64'000 | 64'000 | 64'071 | 64'071 | 260'533 CHF | 261'814 CHF | 99.93% | 99.93% |
02.05.2024 | 0.50% | 4.03 CHF | 4.05 CHF | 65'000 | 65'000 | 64'759 | 64'759 | 259'933 CHF | 261'228 CHF | 100.00% | 100.00% |