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 | 0.44% | 4.53 CHF | 4.55 CHF | 64'000 | 64'000 | 62'988 | 62'988 | 289'389 CHF | 290'650 CHF | 100.00% | 100.00% |
15.05.2024 | 0.44% | 4.62 CHF | 4.64 CHF | 63'000 | 63'000 | 63'347 | 63'347 | 288'134 CHF | 289'404 CHF | 100.00% | 100.00% |
14.05.2024 | 0.45% | 4.51 CHF | 4.53 CHF | 64'000 | 64'000 | 64'198 | 64'198 | 285'979 CHF | 287'263 CHF | 99.98% | 99.98% |
13.05.2024 | 0.44% | 4.50 CHF | 4.52 CHF | 64'000 | 64'000 | 63'722 | 63'722 | 288'651 CHF | 289'925 CHF | 100.00% | 100.00% |
10.05.2024 | 0.43% | 4.65 CHF | 4.67 CHF | 61'000 | 61'000 | 61'158 | 61'158 | 283'746 CHF | 284'969 CHF | 99.99% | 99.99% |
08.05.2024 | 0.44% | 4.47 CHF | 4.49 CHF | 63'000 | 63'000 | 62'768 | 62'768 | 281'598 CHF | 282'853 CHF | 99.25% | 99.25% |
07.05.2024 | 0.45% | 4.43 CHF | 4.45 CHF | 63'000 | 63'000 | 63'071 | 63'071 | 277'647 CHF | 278'910 CHF | 97.36% | 97.36% |
06.05.2024 | 0.46% | 4.41 CHF | 4.43 CHF | 63'000 | 63'000 | 63'645 | 63'645 | 278'152 CHF | 279'425 CHF | 98.44% | 98.44% |
03.05.2024 | 0.46% | 4.32 CHF | 4.34 CHF | 64'000 | 64'000 | 64'071 | 64'071 | 274'954 CHF | 276'235 CHF | 99.97% | 99.97% |
02.05.2024 | 0.47% | 4.25 CHF | 4.27 CHF | 65'000 | 65'000 | 64'759 | 64'759 | 274'506 CHF | 275'801 CHF | 99.99% | 99.99% |