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 | 0.21% | 4.66 CHF | 4.67 CHF | 116'000 | 116'000 | 113'568 | 113'568 | 545'834 CHF | 546'972 CHF | 99.42% | 99.42% |
15.05.2024 | 0.19% | 5.26 CHF | 5.27 CHF | 108'000 | 108'000 | 108'816 | 108'816 | 567'788 CHF | 568'879 CHF | 99.99% | 99.99% |
14.05.2024 | 0.19% | 5.16 CHF | 5.17 CHF | 110'000 | 110'000 | 109'514 | 109'514 | 567'308 CHF | 568'404 CHF | 100.00% | 100.00% |
13.05.2024 | 0.19% | 5.28 CHF | 5.29 CHF | 108'000 | 108'000 | 107'554 | 107'554 | 567'190 CHF | 568'266 CHF | 99.88% | 99.88% |
10.05.2024 | 0.19% | 5.27 CHF | 5.28 CHF | 108'000 | 108'000 | 108'950 | 108'950 | 570'170 CHF | 571'259 CHF | 100.00% | 100.00% |
08.05.2024 | 0.20% | 4.94 CHF | 4.95 CHF | 112'000 | 112'000 | 112'171 | 112'171 | 555'608 CHF | 556'730 CHF | 98.93% | 98.93% |
07.05.2024 | 0.21% | 4.90 CHF | 4.91 CHF | 114'000 | 114'000 | 114'588 | 114'588 | 546'086 CHF | 547'232 CHF | 98.94% | 98.94% |
06.05.2024 | 0.21% | 4.82 CHF | 4.83 CHF | 114'000 | 114'000 | 114'080 | 114'080 | 547'157 CHF | 548'298 CHF | 100.00% | 100.00% |
03.05.2024 | 0.21% | 4.72 CHF | 4.73 CHF | 116'000 | 116'000 | 115'853 | 115'853 | 543'053 CHF | 544'212 CHF | 99.95% | 99.95% |
02.05.2024 | 0.22% | 4.65 CHF | 4.66 CHF | 116'000 | 116'000 | 116'488 | 116'488 | 539'433 CHF | 540'598 CHF | 98.62% | 98.62% |