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 | 0.66% | 3.06 CHF | 3.08 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 151'271 CHF | 152'263 CHF | 100.00% | 100.00% |
15.05.2024 | 0.55% | 3.25 CHF | 3.27 CHF | 50'000 | 50'000 | 49'565 | 49'565 | 183'226 CHF | 184'218 CHF | 99.85% | 99.85% |
14.05.2024 | 0.49% | 4.04 CHF | 4.06 CHF | 50'000 | 50'000 | 49'638 | 49'638 | 203'438 CHF | 204'432 CHF | 99.48% | 99.48% |
13.05.2024 | 0.47% | 4.31 CHF | 4.33 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 212'533 CHF | 213'525 CHF | 100.00% | 100.00% |
10.05.2024 | 0.51% | 4.29 CHF | 4.31 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 197'164 CHF | 198'156 CHF | 99.98% | 99.98% |
08.05.2024 | 0.39% | 5.04 CHF | 5.06 CHF | 50'000 | 50'000 | 49'527 | 49'527 | 256'037 CHF | 257'029 CHF | 100.00% | 100.00% |
07.05.2024 | 0.39% | 5.09 CHF | 5.11 CHF | 50'000 | 50'000 | 49'532 | 49'531 | 252'992 CHF | 253'977 CHF | 100.00% | 100.00% |
06.05.2024 | 0.39% | 5.15 CHF | 5.17 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 258'011 CHF | 259'003 CHF | 99.68% | 99.68% |
03.05.2024 | 0.34% | 5.97 CHF | 5.99 CHF | 50'000 | 50'000 | 49'804 | 49'804 | 290'916 CHF | 291'913 CHF | 96.18% | 96.18% |
02.05.2024 | 0.34% | 5.80 CHF | 5.82 CHF | 50'000 | 50'000 | 49'528 | 49'528 | 296'687 CHF | 297'679 CHF | 99.57% | 99.57% |