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 | 1.16% | 7.24 CHF | 7.32 CHF | 20'700 | 20'700 | 20'874 | 20'874 | 143'919 CHF | 145'593 CHF | 99.99% | 99.99% |
14.05.2024 | 1.30% | 5.92 CHF | 6.00 CHF | 20'600 | 20'600 | 20'459 | 20'459 | 124'996 CHF | 126'633 CHF | 99.70% | 99.70% |
13.05.2024 | 1.21% | 6.47 CHF | 6.55 CHF | 19'400 | 19'400 | 19'319 | 19'319 | 127'242 CHF | 128'788 CHF | 99.87% | 99.87% |
10.05.2024 | 1.12% | 6.96 CHF | 7.04 CHF | 19'000 | 19'000 | 18'854 | 18'854 | 133'403 CHF | 134'911 CHF | 100.00% | 100.00% |
08.05.2024 | 1.15% | 6.76 CHF | 6.84 CHF | 19'900 | 19'900 | 19'707 | 19'707 | 136'347 CHF | 137'923 CHF | 98.93% | 98.93% |
07.05.2024 | 1.21% | 6.69 CHF | 6.77 CHF | 20'100 | 20'100 | 20'103 | 20'103 | 132'207 CHF | 133'815 CHF | 99.41% | 99.41% |
06.05.2024 | 1.20% | 6.45 CHF | 6.53 CHF | 20'100 | 20'100 | 19'912 | 19'912 | 131'464 CHF | 133'057 CHF | 100.00% | 100.00% |
03.05.2024 | 1.21% | 6.64 CHF | 6.72 CHF | 20'600 | 20'600 | 20'592 | 20'592 | 135'896 CHF | 137'544 CHF | 99.89% | 99.89% |
02.05.2024 | 1.23% | 6.26 CHF | 6.34 CHF | 21'200 | 21'200 | 21'103 | 21'103 | 136'302 CHF | 137'990 CHF | 98.54% | 98.54% |
30.04.2024 | 1.27% | 6.19 CHF | 6.27 CHF | 19'900 | 19'900 | 19'741 | 19'741 | 124'109 CHF | 125'689 CHF | 99.98% | 99.98% |