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 | 0.45% | 4.47 CHF | 4.49 CHF | 211'500 | 211'500 | 211'291 | 211'291 | 944'747 CHF | 948'977 CHF | 100.00% | 100.00% |
15.05.2024 | 0.43% | 4.60 CHF | 4.62 CHF | 206'800 | 206'800 | 206'271 | 206'271 | 958'448 CHF | 962'584 CHF | 100.00% | 100.00% |
14.05.2024 | 0.45% | 4.62 CHF | 4.64 CHF | 219'100 | 219'100 | 219'079 | 219'079 | 980'889 CHF | 985'271 CHF | 99.99% | 99.99% |
13.05.2024 | 0.45% | 4.43 CHF | 4.45 CHF | 211'700 | 211'700 | 211'700 | 211'700 | 941'389 CHF | 945'623 CHF | 100.00% | 100.00% |
10.05.2024 | 0.47% | 4.36 CHF | 4.38 CHF | 225'600 | 225'600 | 225'600 | 225'600 | 956'592 CHF | 961'104 CHF | 100.00% | 100.00% |
08.05.2024 | 0.43% | 4.46 CHF | 4.48 CHF | 216'100 | 216'100 | 216'079 | 216'079 | 1'005'300 CHF | 1'009'620 CHF | 99.63% | 99.63% |
07.05.2024 | 0.45% | 4.51 CHF | 4.53 CHF | 218'300 | 218'300 | 218'173 | 218'173 | 976'923 CHF | 981'289 CHF | 100.00% | 100.00% |
06.05.2024 | 0.46% | 4.40 CHF | 4.42 CHF | 213'500 | 213'500 | 213'500 | 213'500 | 930'711 CHF | 934'981 CHF | 100.00% | 100.00% |
03.05.2024 | 0.46% | 4.41 CHF | 4.43 CHF | 222'700 | 222'700 | 222'700 | 222'700 | 964'342 CHF | 968'796 CHF | 99.96% | 99.96% |
02.05.2024 | 0.46% | 4.50 CHF | 4.52 CHF | 219'600 | 219'600 | 219'600 | 219'600 | 949'503 CHF | 953'895 CHF | 99.98% | 99.98% |