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 | 0.21% | 4.79 CHF | 4.80 CHF | 180'000 | 180'000 | 80'160 | 80'160 | 385'872 CHF | 386'677 CHF | 100.00% | 100.00% |
14.05.2024 | 0.21% | 4.81 CHF | 4.82 CHF | 178'000 | 178'000 | 79'993 | 79'993 | 385'342 CHF | 386'144 CHF | 100.00% | 100.00% |
13.05.2024 | 0.21% | 4.86 CHF | 4.87 CHF | 178'000 | 178'000 | 79'230 | 79'230 | 388'482 CHF | 389'276 CHF | 100.00% | 100.00% |
10.05.2024 | 0.20% | 4.92 CHF | 4.93 CHF | 176'000 | 176'000 | 78'528 | 78'528 | 392'185 CHF | 392'972 CHF | 100.00% | 100.00% |
08.05.2024 | 0.21% | 4.94 CHF | 4.95 CHF | 176'000 | 176'000 | 77'917 | 77'917 | 384'877 CHF | 385'658 CHF | 98.98% | 98.98% |
07.05.2024 | 0.21% | 4.99 CHF | 5.00 CHF | 174'000 | 174'000 | 78'756 | 78'756 | 390'632 CHF | 391'422 CHF | 99.67% | 99.67% |
06.05.2024 | 0.21% | 4.88 CHF | 4.89 CHF | 178'000 | 178'000 | 80'103 | 80'103 | 388'088 CHF | 388'891 CHF | 100.00% | 100.00% |
03.05.2024 | 0.21% | 4.84 CHF | 4.85 CHF | 178'000 | 178'000 | 79'333 | 79'333 | 383'456 CHF | 384'251 CHF | 99.95% | 99.95% |
02.05.2024 | 0.22% | 4.72 CHF | 4.73 CHF | 180'000 | 180'000 | 81'269 | 81'269 | 380'505 CHF | 381'319 CHF | 99.97% | 99.97% |
30.04.2024 | 0.22% | 4.62 CHF | 4.63 CHF | 182'000 | 182'000 | 80'709 | 80'709 | 379'067 CHF | 379'876 CHF | 100.00% | 100.00% |