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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 0.21% | 4.83 CHF | 4.84 CHF | 183'000 | 183'000 | 82'630 | 82'630 | 397'738 CHF | 398'565 CHF | 100.00% | 100.00% |
10.05.2024 | 0.21% | 4.80 CHF | 4.81 CHF | 184'000 | 184'000 | 82'300 | 82'300 | 396'011 CHF | 396'835 CHF | 99.99% | 99.99% |
08.05.2024 | 0.21% | 4.84 CHF | 4.85 CHF | 183'000 | 183'000 | 80'326 | 80'326 | 389'953 CHF | 390'757 CHF | 98.98% | 98.98% |
07.05.2024 | 0.21% | 4.85 CHF | 4.86 CHF | 183'000 | 183'000 | 81'624 | 81'624 | 397'880 CHF | 398'698 CHF | 99.57% | 99.57% |
06.05.2024 | 0.21% | 4.94 CHF | 4.95 CHF | 181'000 | 181'000 | 81'459 | 81'459 | 392'349 CHF | 393'165 CHF | 100.00% | 100.00% |
03.05.2024 | 0.23% | 4.59 CHF | 4.60 CHF | 189'000 | 189'000 | 85'510 | 85'510 | 389'510 CHF | 390'366 CHF | 99.84% | 99.84% |
02.05.2024 | 0.24% | 4.40 CHF | 4.41 CHF | 193'000 | 193'000 | 87'763 | 87'763 | 380'320 CHF | 381'199 CHF | 99.96% | 99.96% |
30.04.2024 | 0.22% | 4.60 CHF | 4.61 CHF | 188'000 | 188'000 | 84'040 | 84'040 | 389'797 CHF | 390'639 CHF | 99.98% | 99.98% |
29.04.2024 | 0.22% | 4.56 CHF | 4.57 CHF | 189'000 | 189'000 | 83'328 | 83'328 | 383'577 CHF | 384'411 CHF | 99.55% | 99.55% |
26.04.2024 | 0.24% | 4.57 CHF | 4.58 CHF | 189'000 | 189'000 | 87'355 | 87'355 | 382'922 CHF | 383'797 CHF | 99.47% | 99.47% |