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 | 0.24% | 4.23 CHF | 4.24 CHF | 116'000 | 116'000 | 115'026 | 115'026 | 485'561 CHF | 486'713 CHF | 100.00% | 100.00% |
15.05.2024 | 0.25% | 4.12 CHF | 4.13 CHF | 116'000 | 116'000 | 115'257 | 115'257 | 467'856 CHF | 469'011 CHF | 100.00% | 100.00% |
14.05.2024 | 0.25% | 4.05 CHF | 4.06 CHF | 116'000 | 116'000 | 115'493 | 115'493 | 469'300 CHF | 470'455 CHF | 100.00% | 100.00% |
13.05.2024 | 0.24% | 4.12 CHF | 4.13 CHF | 116'000 | 116'000 | 115'522 | 115'522 | 474'880 CHF | 476'035 CHF | 100.00% | 100.00% |
10.05.2024 | 0.24% | 4.09 CHF | 4.10 CHF | 116'000 | 116'000 | 115'522 | 115'522 | 475'276 CHF | 476'432 CHF | 100.00% | 100.00% |
08.05.2024 | 0.24% | 4.09 CHF | 4.10 CHF | 116'000 | 116'000 | 115'497 | 115'497 | 472'371 CHF | 473'526 CHF | 99.14% | 99.14% |
07.05.2024 | 0.26% | 4.01 CHF | 4.02 CHF | 118'000 | 118'000 | 118'022 | 118'022 | 462'535 CHF | 463'716 CHF | 99.82% | 99.82% |
06.05.2024 | 0.26% | 3.86 CHF | 3.87 CHF | 120'000 | 120'000 | 119'607 | 119'607 | 457'136 CHF | 458'332 CHF | 100.00% | 100.00% |
03.05.2024 | 0.26% | 3.80 CHF | 3.81 CHF | 120'000 | 120'000 | 119'838 | 119'838 | 453'991 CHF | 455'190 CHF | 99.97% | 99.97% |
02.05.2024 | 0.27% | 3.75 CHF | 3.76 CHF | 122'000 | 122'000 | 120'807 | 120'807 | 452'787 CHF | 453'995 CHF | 99.99% | 99.99% |