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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.23% | 4.47 CHF | 4.48 CHF | 180'000 | 180'000 | 80'174 | 80'174 | 360'842 CHF | 361'646 CHF | 100.00% | 100.00% |
14.05.2024 | 0.23% | 4.50 CHF | 4.51 CHF | 178'000 | 178'000 | 79'994 | 79'994 | 360'212 CHF | 361'014 CHF | 100.00% | 100.00% |
13.05.2024 | 0.22% | 4.55 CHF | 4.56 CHF | 178'000 | 178'000 | 79'230 | 79'230 | 363'559 CHF | 364'353 CHF | 100.00% | 100.00% |
10.05.2024 | 0.22% | 4.61 CHF | 4.62 CHF | 176'000 | 176'000 | 78'523 | 78'523 | 367'481 CHF | 368'268 CHF | 100.00% | 100.00% |
08.05.2024 | 0.22% | 4.63 CHF | 4.64 CHF | 176'000 | 176'000 | 77'921 | 77'921 | 360'373 CHF | 361'154 CHF | 98.97% | 98.97% |
07.05.2024 | 0.22% | 4.68 CHF | 4.69 CHF | 174'000 | 174'000 | 78'757 | 78'757 | 365'897 CHF | 366'686 CHF | 99.67% | 99.67% |
06.05.2024 | 0.22% | 4.57 CHF | 4.58 CHF | 178'000 | 178'000 | 80'103 | 80'103 | 363'029 CHF | 363'832 CHF | 100.00% | 100.00% |
03.05.2024 | 0.23% | 4.53 CHF | 4.54 CHF | 178'000 | 178'000 | 79'310 | 79'310 | 358'547 CHF | 359'342 CHF | 99.92% | 99.92% |
02.05.2024 | 0.23% | 4.41 CHF | 4.42 CHF | 180'000 | 180'000 | 81'270 | 81'270 | 354'933 CHF | 355'747 CHF | 99.98% | 99.98% |
30.04.2024 | 0.23% | 4.30 CHF | 4.31 CHF | 182'000 | 182'000 | 80'708 | 80'708 | 353'608 CHF | 354'417 CHF | 100.00% | 100.00% |