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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 0.44% | 4.54 CHF | 4.56 CHF | 64'000 | 64'000 | 63'722 | 63'722 | 291'821 CHF | 293'095 CHF | 100.00% | 100.00% |
10.05.2024 | 0.43% | 4.70 CHF | 4.72 CHF | 61'000 | 61'000 | 61'158 | 61'158 | 286'875 CHF | 288'098 CHF | 100.00% | 100.00% |
08.05.2024 | 0.44% | 4.52 CHF | 4.54 CHF | 63'000 | 63'000 | 62'768 | 62'768 | 284'726 CHF | 285'982 CHF | 99.25% | 99.25% |
07.05.2024 | 0.45% | 4.48 CHF | 4.50 CHF | 63'000 | 63'000 | 63'068 | 63'068 | 280'798 CHF | 282'061 CHF | 97.36% | 97.36% |
06.05.2024 | 0.45% | 4.46 CHF | 4.48 CHF | 63'000 | 63'000 | 63'646 | 63'646 | 281'272 CHF | 282'545 CHF | 98.56% | 98.56% |
03.05.2024 | 0.46% | 4.37 CHF | 4.39 CHF | 64'000 | 64'000 | 64'071 | 64'071 | 278'097 CHF | 279'378 CHF | 99.97% | 99.97% |
02.05.2024 | 0.47% | 4.30 CHF | 4.32 CHF | 65'000 | 65'000 | 64'760 | 64'760 | 277'563 CHF | 278'858 CHF | 99.99% | 99.99% |
30.04.2024 | 0.46% | 4.26 CHF | 4.28 CHF | 65'000 | 65'000 | 63'912 | 63'912 | 278'624 CHF | 279'903 CHF | 100.00% | 100.00% |
29.04.2024 | 0.44% | 4.46 CHF | 4.48 CHF | 63'000 | 63'000 | 63'004 | 63'004 | 283'304 CHF | 284'564 CHF | 99.99% | 99.99% |
26.04.2024 | 0.45% | 4.47 CHF | 4.49 CHF | 63'000 | 63'000 | 63'640 | 63'640 | 281'229 CHF | 282'501 CHF | 98.65% | 98.65% |