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 | 0.22% | 4.36 CHF | 4.37 CHF | 116'000 | 116'000 | 113'569 | 113'569 | 511'441 CHF | 512'578 CHF | 99.42% | 99.42% |
15.05.2024 | 0.20% | 4.95 CHF | 4.96 CHF | 108'000 | 108'000 | 108'818 | 108'818 | 534'817 CHF | 535'908 CHF | 99.99% | 99.99% |
14.05.2024 | 0.20% | 4.86 CHF | 4.87 CHF | 110'000 | 110'000 | 109'515 | 109'515 | 534'199 CHF | 535'295 CHF | 100.00% | 100.00% |
13.05.2024 | 0.20% | 4.98 CHF | 4.99 CHF | 108'000 | 108'000 | 107'554 | 107'554 | 534'738 CHF | 535'813 CHF | 99.82% | 99.82% |
10.05.2024 | 0.20% | 4.96 CHF | 4.97 CHF | 108'000 | 108'000 | 108'950 | 108'950 | 537'329 CHF | 538'419 CHF | 100.00% | 100.00% |
08.05.2024 | 0.21% | 4.63 CHF | 4.64 CHF | 112'000 | 112'000 | 112'172 | 112'172 | 521'884 CHF | 523'006 CHF | 98.93% | 98.93% |
07.05.2024 | 0.22% | 4.60 CHF | 4.61 CHF | 114'000 | 114'000 | 114'558 | 114'558 | 511'402 CHF | 512'549 CHF | 99.88% | 99.88% |
06.05.2024 | 0.22% | 4.52 CHF | 4.53 CHF | 114'000 | 114'000 | 114'080 | 114'080 | 512'936 CHF | 514'077 CHF | 100.00% | 100.00% |
03.05.2024 | 0.23% | 4.42 CHF | 4.43 CHF | 116'000 | 116'000 | 115'853 | 115'853 | 508'399 CHF | 509'558 CHF | 99.94% | 99.94% |
02.05.2024 | 0.23% | 4.35 CHF | 4.36 CHF | 116'000 | 116'000 | 116'487 | 116'487 | 504'477 CHF | 505'642 CHF | 98.54% | 98.54% |