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 | 0.45% | 4.42 CHF | 4.44 CHF | 64'000 | 64'000 | 62'988 | 62'988 | 282'712 CHF | 283'973 CHF | 100.00% | 100.00% |
15.05.2024 | 0.45% | 4.52 CHF | 4.54 CHF | 63'000 | 63'000 | 63'346 | 63'346 | 281'474 CHF | 282'744 CHF | 100.00% | 100.00% |
14.05.2024 | 0.46% | 4.40 CHF | 4.42 CHF | 64'000 | 64'000 | 64'198 | 64'198 | 279'181 CHF | 280'465 CHF | 99.98% | 99.98% |
13.05.2024 | 0.45% | 4.39 CHF | 4.41 CHF | 64'000 | 64'000 | 63'722 | 63'722 | 281'997 CHF | 283'272 CHF | 100.00% | 100.00% |
10.05.2024 | 0.44% | 4.54 CHF | 4.56 CHF | 61'000 | 61'000 | 61'158 | 61'158 | 277'282 CHF | 278'506 CHF | 100.00% | 100.00% |
08.05.2024 | 0.46% | 4.36 CHF | 4.38 CHF | 63'000 | 63'000 | 62'768 | 62'768 | 274'920 CHF | 276'175 CHF | 99.25% | 99.25% |
07.05.2024 | 0.46% | 4.32 CHF | 4.34 CHF | 63'000 | 63'000 | 63'096 | 63'096 | 271'131 CHF | 272'394 CHF | 97.17% | 97.17% |
06.05.2024 | 0.47% | 4.30 CHF | 4.32 CHF | 63'000 | 63'000 | 63'645 | 63'645 | 271'398 CHF | 272'671 CHF | 98.43% | 98.43% |
03.05.2024 | 0.48% | 4.22 CHF | 4.24 CHF | 64'000 | 64'000 | 64'071 | 64'071 | 268'221 CHF | 269'503 CHF | 99.93% | 99.93% |
02.05.2024 | 0.48% | 4.15 CHF | 4.17 CHF | 65'000 | 65'000 | 64'759 | 64'759 | 267'656 CHF | 268'951 CHF | 99.97% | 99.97% |