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 | 0.37% | 5.32 CHF | 5.34 CHF | 47'000 | 47'000 | 46'357 | 46'357 | 252'608 CHF | 253'536 CHF | 100.00% | 100.00% |
15.05.2024 | 0.36% | 5.41 CHF | 5.43 CHF | 46'000 | 46'000 | 45'820 | 45'820 | 252'522 CHF | 253'441 CHF | 100.00% | 100.00% |
14.05.2024 | 0.36% | 5.49 CHF | 5.51 CHF | 45'900 | 45'900 | 45'056 | 45'056 | 250'758 CHF | 251'659 CHF | 99.99% | 99.99% |
13.05.2024 | 0.35% | 5.62 CHF | 5.64 CHF | 44'500 | 44'500 | 44'440 | 44'440 | 253'587 CHF | 254'476 CHF | 100.00% | 100.00% |
10.05.2024 | 0.35% | 5.81 CHF | 5.83 CHF | 44'400 | 44'400 | 43'678 | 43'678 | 251'894 CHF | 252'767 CHF | 99.99% | 99.99% |
08.05.2024 | 0.34% | 5.83 CHF | 5.85 CHF | 43'800 | 43'800 | 43'800 | 43'800 | 255'395 CHF | 256'271 CHF | 99.16% | 99.16% |
07.05.2024 | 0.34% | 5.79 CHF | 5.81 CHF | 43'800 | 43'800 | 43'197 | 43'197 | 251'278 CHF | 252'142 CHF | 99.69% | 99.69% |
06.05.2024 | 0.34% | 5.89 CHF | 5.91 CHF | 42'800 | 42'800 | 42'439 | 42'439 | 252'551 CHF | 253'399 CHF | 100.00% | 100.00% |
03.05.2024 | 0.33% | 6.05 CHF | 6.07 CHF | 42'200 | 42'200 | 42'688 | 42'688 | 256'113 CHF | 256'967 CHF | 98.75% | 98.75% |
02.05.2024 | 0.34% | 5.86 CHF | 5.88 CHF | 43'000 | 43'000 | 44'985 | 44'985 | 265'020 CHF | 265'920 CHF | 99.98% | 99.98% |