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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.47% | 4.33 CHF | 4.35 CHF | 63'000 | 63'000 | 63'348 | 63'348 | 269'614 CHF | 270'883 CHF | 99.99% | 99.99% |
14.05.2024 | 0.48% | 4.21 CHF | 4.23 CHF | 64'000 | 64'000 | 64'199 | 64'199 | 267'091 CHF | 268'375 CHF | 99.98% | 99.98% |
13.05.2024 | 0.47% | 4.20 CHF | 4.22 CHF | 64'000 | 64'000 | 63'722 | 63'722 | 270'050 CHF | 271'324 CHF | 100.00% | 100.00% |
10.05.2024 | 0.46% | 4.36 CHF | 4.38 CHF | 61'000 | 61'000 | 61'158 | 61'158 | 265'972 CHF | 267'195 CHF | 100.00% | 100.00% |
08.05.2024 | 0.48% | 4.17 CHF | 4.19 CHF | 63'000 | 63'000 | 62'768 | 62'768 | 263'239 CHF | 264'494 CHF | 99.25% | 99.25% |
07.05.2024 | 0.49% | 4.14 CHF | 4.16 CHF | 63'000 | 63'000 | 63'068 | 63'068 | 259'218 CHF | 260'481 CHF | 97.36% | 97.36% |
06.05.2024 | 0.49% | 4.12 CHF | 4.14 CHF | 63'000 | 63'000 | 63'645 | 63'645 | 259'511 CHF | 260'784 CHF | 98.52% | 98.52% |
03.05.2024 | 0.50% | 4.03 CHF | 4.05 CHF | 64'000 | 64'000 | 64'071 | 64'071 | 256'176 CHF | 257'458 CHF | 99.96% | 99.96% |
02.05.2024 | 0.51% | 3.96 CHF | 3.98 CHF | 65'000 | 65'000 | 64'759 | 64'759 | 255'480 CHF | 256'776 CHF | 99.99% | 99.99% |
30.04.2024 | 0.50% | 3.92 CHF | 3.94 CHF | 65'000 | 65'000 | 63'919 | 63'919 | 256'851 CHF | 258'130 CHF | 100.00% | 100.00% |