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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.24% | 4.16 CHF | 4.17 CHF | 116'000 | 116'000 | 116'997 | 116'997 | 478'899 CHF | 480'069 CHF | 99.33% | 99.33% |
16.05.2024 | 0.23% | 4.22 CHF | 4.23 CHF | 116'000 | 116'000 | 113'568 | 113'568 | 495'829 CHF | 496'966 CHF | 99.42% | 99.42% |
15.05.2024 | 0.21% | 4.82 CHF | 4.83 CHF | 108'000 | 108'000 | 108'823 | 108'823 | 519'925 CHF | 521'016 CHF | 100.00% | 100.00% |
14.05.2024 | 0.21% | 4.72 CHF | 4.73 CHF | 110'000 | 110'000 | 109'515 | 109'515 | 519'105 CHF | 520'200 CHF | 99.99% | 99.99% |
13.05.2024 | 0.21% | 4.84 CHF | 4.85 CHF | 108'000 | 108'000 | 107'554 | 107'554 | 519'974 CHF | 521'049 CHF | 99.82% | 99.82% |
10.05.2024 | 0.21% | 4.83 CHF | 4.84 CHF | 108'000 | 108'000 | 108'949 | 108'949 | 522'455 CHF | 523'545 CHF | 100.00% | 100.00% |
08.05.2024 | 0.22% | 4.50 CHF | 4.51 CHF | 112'000 | 112'000 | 112'171 | 112'171 | 506'489 CHF | 507'611 CHF | 98.93% | 98.93% |
07.05.2024 | 0.23% | 4.46 CHF | 4.47 CHF | 114'000 | 114'000 | 114'561 | 114'561 | 495'731 CHF | 496'877 CHF | 99.88% | 99.88% |
06.05.2024 | 0.23% | 4.38 CHF | 4.39 CHF | 114'000 | 114'000 | 114'080 | 114'080 | 497'323 CHF | 498'464 CHF | 100.00% | 100.00% |
03.05.2024 | 0.23% | 4.28 CHF | 4.29 CHF | 116'000 | 116'000 | 115'853 | 115'853 | 492'611 CHF | 493'770 CHF | 99.95% | 99.95% |