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 | 0.50% | 5.97 CHF | 6.00 CHF | 32'000 | 32'000 | 31'976 | 31'976 | 192'212 CHF | 193'172 CHF | 100.00% | 100.00% |
15.05.2024 | 0.52% | 6.03 CHF | 6.06 CHF | 32'000 | 32'000 | 32'238 | 32'238 | 187'099 CHF | 188'068 CHF | 100.00% | 100.00% |
14.05.2024 | 0.53% | 5.59 CHF | 5.62 CHF | 33'000 | 33'000 | 32'992 | 32'992 | 186'172 CHF | 187'162 CHF | 99.98% | 99.98% |
13.05.2024 | 0.53% | 5.68 CHF | 5.71 CHF | 33'000 | 33'000 | 32'953 | 32'953 | 186'597 CHF | 187'585 CHF | 99.86% | 99.86% |
10.05.2024 | 0.52% | 5.82 CHF | 5.85 CHF | 32'000 | 32'000 | 32'458 | 32'458 | 186'509 CHF | 187'482 CHF | 99.99% | 99.99% |
08.05.2024 | 0.53% | 5.63 CHF | 5.66 CHF | 33'000 | 33'000 | 33'000 | 33'000 | 186'294 CHF | 187'284 CHF | 98.93% | 98.93% |
07.05.2024 | 0.54% | 5.58 CHF | 5.61 CHF | 33'000 | 33'000 | 32'976 | 32'976 | 183'618 CHF | 184'608 CHF | 99.88% | 99.88% |
06.05.2024 | 0.54% | 5.51 CHF | 5.54 CHF | 33'000 | 33'000 | 33'000 | 33'000 | 181'645 CHF | 182'635 CHF | 100.00% | 100.00% |
03.05.2024 | 0.55% | 5.50 CHF | 5.53 CHF | 33'000 | 33'000 | 33'714 | 33'714 | 181'742 CHF | 182'754 CHF | 99.94% | 99.94% |
02.05.2024 | 0.55% | 5.23 CHF | 5.26 CHF | 34'000 | 34'000 | 33'797 | 33'797 | 182'779 CHF | 183'793 CHF | 98.55% | 98.55% |