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% | 4,74 CHF | 4,75 CHF | 82 000 | 82 000 | 80 901 | 80 901 | 394 180 CHF | 394 990 CHF | 99,91% | 99,91% |
15/05/2024 | 0,21% | 5,00 CHF | 5,01 CHF | 84 500 | 84 500 | 84 058 | 84 058 | 412 826 CHF | 413 667 CHF | 99,95% | 99,95% |
14/05/2024 | 0,21% | 4,79 CHF | 4,80 CHF | 85 000 | 85 000 | 84 248 | 84 248 | 400 701 CHF | 401 544 CHF | 99,76% | 99,76% |
13/05/2024 | 0,21% | 4,81 CHF | 4,82 CHF | 84 000 | 84 000 | 83 262 | 83 262 | 399 233 CHF | 400 067 CHF | 99,92% | 99,92% |
10/05/2024 | 0,21% | 4,83 CHF | 4,84 CHF | 89 500 | 89 500 | 88 383 | 88 383 | 431 659 CHF | 432 543 CHF | 99,69% | 99,69% |
08/05/2024 | 0,23% | 4,46 CHF | 4,47 CHF | 92 000 | 92 000 | 90 973 | 90 973 | 407 654 CHF | 408 565 CHF | 100,00% | 100,00% |
07/05/2024 | 0,24% | 4,41 CHF | 4,42 CHF | 98 500 | 98 500 | 98 484 | 98 484 | 416 355 CHF | 417 341 CHF | 100,00% | 100,00% |
06/05/2024 | 0,25% | 4,04 CHF | 4,05 CHF | 104 500 | 104 500 | 103 869 | 103 869 | 413 769 CHF | 414 809 CHF | 97,38% | 97,38% |
03/05/2024 | 0,26% | 3,81 CHF | 3,82 CHF | 108 500 | 108 500 | 107 852 | 107 852 | 411 978 CHF | 413 057 CHF | 97,06% | 97,06% |
02/05/2024 | 0,27% | 3,75 CHF | 3,76 CHF | 108 000 | 108 000 | 106 916 | 106 916 | 402 861 CHF | 403 932 CHF | 99,19% | 99,19% |