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 | 0.21% | 4.77 CHF | 4.78 CHF | 75'000 | 75'000 | 74'928 | 74'928 | 363'639 CHF | 364'389 CHF | 100.00% | 100.00% |
15.05.2024 | 0.22% | 4.66 CHF | 4.67 CHF | 75'000 | 75'000 | 74'849 | 74'849 | 341'086 CHF | 341'836 CHF | 100.00% | 100.00% |
14.05.2024 | 0.22% | 4.55 CHF | 4.56 CHF | 75'000 | 75'000 | 74'980 | 74'980 | 338'427 CHF | 339'177 CHF | 99.81% | 99.81% |
13.05.2024 | 0.23% | 4.42 CHF | 4.43 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 330'071 CHF | 330'821 CHF | 100.00% | 100.00% |
10.05.2024 | 0.22% | 4.48 CHF | 4.49 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 341'062 CHF | 341'812 CHF | 100.00% | 100.00% |
08.05.2024 | 0.22% | 4.56 CHF | 4.57 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 340'299 CHF | 341'049 CHF | 99.77% | 99.77% |
07.05.2024 | 0.21% | 4.83 CHF | 4.84 CHF | 75'000 | 75'000 | 74'942 | 74'942 | 364'188 CHF | 364'938 CHF | 98.42% | 98.42% |
06.05.2024 | 0.21% | 4.87 CHF | 4.88 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 359'385 CHF | 360'135 CHF | 100.00% | 100.00% |
03.05.2024 | 0.23% | 4.50 CHF | 4.51 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 331'749 CHF | 332'499 CHF | 99.85% | 99.85% |
02.05.2024 | 0.22% | 4.42 CHF | 4.43 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 336'993 CHF | 337'743 CHF | 99.62% | 99.62% |