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 | 0.20% | 4.86 CHF | 4.87 CHF | 116'000 | 116'000 | 113'568 | 113'568 | 568'435 CHF | 569'573 CHF | 99.42% | 99.42% |
15.05.2024 | 0.19% | 5.46 CHF | 5.47 CHF | 108'000 | 108'000 | 108'819 | 108'819 | 589'372 CHF | 590'463 CHF | 100.00% | 100.00% |
14.05.2024 | 0.19% | 5.36 CHF | 5.37 CHF | 110'000 | 110'000 | 109'515 | 109'515 | 589'046 CHF | 590'142 CHF | 100.00% | 100.00% |
13.05.2024 | 0.18% | 5.48 CHF | 5.49 CHF | 108'000 | 108'000 | 107'554 | 107'554 | 588'451 CHF | 589'526 CHF | 99.85% | 99.85% |
10.05.2024 | 0.18% | 5.46 CHF | 5.47 CHF | 108'000 | 108'000 | 108'949 | 108'949 | 591'694 CHF | 592'783 CHF | 100.00% | 100.00% |
08.05.2024 | 0.19% | 5.13 CHF | 5.14 CHF | 112'000 | 112'000 | 112'172 | 112'172 | 577'769 CHF | 578'891 CHF | 98.93% | 98.93% |
07.05.2024 | 0.20% | 5.10 CHF | 5.11 CHF | 114'000 | 114'000 | 114'557 | 114'557 | 568'530 CHF | 569'677 CHF | 99.88% | 99.88% |
06.05.2024 | 0.20% | 5.02 CHF | 5.03 CHF | 114'000 | 114'000 | 114'080 | 114'080 | 569'657 CHF | 570'798 CHF | 100.00% | 100.00% |
03.05.2024 | 0.20% | 4.92 CHF | 4.93 CHF | 116'000 | 116'000 | 115'853 | 115'853 | 565'953 CHF | 567'111 CHF | 99.95% | 99.95% |
02.05.2024 | 0.21% | 4.85 CHF | 4.86 CHF | 116'000 | 116'000 | 116'487 | 116'487 | 562'486 CHF | 563'651 CHF | 98.56% | 98.56% |