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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 0.26% | 3.89 CHF | 3.90 CHF | 28'500 | 28'500 | 28'382 | 28'382 | 109'573 CHF | 109'857 CHF | 100.00% | 100.00% |
21.05.2024 | 0.26% | 3.82 CHF | 3.83 CHF | 27'700 | 27'700 | 27'562 | 27'562 | 104'289 CHF | 104'565 CHF | 100.00% | 100.00% |
17.05.2024 | 0.24% | 4.05 CHF | 4.06 CHF | 25'400 | 25'400 | 24'416 | 24'416 | 100'587 CHF | 100'831 CHF | 100.00% | 100.00% |
16.05.2024 | 0.45% | 4.41 CHF | 4.43 CHF | 23'200 | 23'200 | 23'090 | 23'090 | 102'532 CHF | 102'995 CHF | 100.00% | 100.00% |
15.05.2024 | 0.45% | 4.52 CHF | 4.54 CHF | 23'400 | 23'400 | 23'244 | 23'244 | 104'436 CHF | 104'902 CHF | 100.00% | 100.00% |
14.05.2024 | 0.45% | 4.46 CHF | 4.48 CHF | 23'300 | 23'300 | 23'204 | 23'204 | 103'270 CHF | 103'735 CHF | 99.65% | 99.65% |
13.05.2024 | 0.45% | 4.50 CHF | 4.52 CHF | 23'300 | 23'300 | 23'204 | 23'204 | 102'750 CHF | 103'214 CHF | 100.00% | 100.00% |
10.05.2024 | 0.22% | 4.48 CHF | 4.49 CHF | 24'900 | 24'900 | 24'798 | 24'798 | 110'349 CHF | 110'597 CHF | 100.00% | 100.00% |
08.05.2024 | 0.23% | 4.38 CHF | 4.39 CHF | 24'500 | 24'500 | 24'825 | 24'825 | 109'065 CHF | 109'313 CHF | 98.44% | 98.44% |
07.05.2024 | 0.25% | 4.17 CHF | 4.18 CHF | 27'000 | 27'000 | 26'885 | 26'885 | 106'753 CHF | 107'022 CHF | 97.67% | 97.67% |