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 | 1.34% | 4.55 CHF | 4.61 CHF | 17'000 | 17'000 | 16'810 | 16'810 | 75'661 CHF | 76'671 CHF | 96.99% | 96.99% |
15.05.2024 | 1.08% | 5.50 CHF | 5.56 CHF | 16'000 | 16'000 | 15'850 | 15'850 | 88'849 CHF | 89'801 CHF | 99.97% | 99.97% |
14.05.2024 | 0.99% | 5.95 CHF | 6.01 CHF | 18'000 | 18'000 | 17'852 | 17'852 | 108'247 CHF | 109'319 CHF | 99.10% | 99.10% |
13.05.2024 | 1.06% | 5.52 CHF | 5.58 CHF | 16'000 | 16'000 | 15'850 | 15'850 | 89'862 CHF | 90'814 CHF | 99.98% | 99.98% |
10.05.2024 | 1.05% | 5.84 CHF | 5.90 CHF | 15'000 | 15'000 | 14'849 | 14'849 | 85'443 CHF | 86'335 CHF | 99.73% | 99.73% |
08.05.2024 | 0.96% | 6.30 CHF | 6.36 CHF | 15'000 | 15'000 | 14'859 | 14'859 | 93'514 CHF | 94'407 CHF | 99.78% | 99.78% |
07.05.2024 | 1.07% | 6.34 CHF | 6.41 CHF | 14'000 | 14'000 | 13'869 | 13'869 | 91'053 CHF | 92'025 CHF | 100.00% | 100.00% |
06.05.2024 | 1.03% | 6.75 CHF | 6.82 CHF | 13'000 | 13'000 | 12'834 | 12'834 | 87'796 CHF | 88'695 CHF | 95.31% | 98.84% |
03.05.2024 | 1.10% | 7.05 CHF | 7.13 CHF | 12'000 | 12'000 | 11'879 | 11'879 | 86'734 CHF | 87'685 CHF | 97.77% | 97.77% |
02.05.2024 | 1.02% | 7.61 CHF | 7.68 CHF | 15'000 | 15'000 | 14'047 | 14'047 | 97'588 CHF | 98'572 CHF | 99.55% | 99.55% |