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 | 0.80% | 5.96 CHF | 5.98 CHF | 13'500 | 13'500 | 6'051 | 6'051 | 35'338 CHF | 35'558 CHF | 100.00% | 100.00% |
15.05.2024 | 0.82% | 5.83 CHF | 5.85 CHF | 14'000 | 14'000 | 6'330 | 6'330 | 36'556 CHF | 36'786 CHF | 99.48% | 99.48% |
14.05.2024 | 0.77% | 5.70 CHF | 5.72 CHF | 14'400 | 14'400 | 6'457 | 6'457 | 35'873 CHF | 36'091 CHF | 99.91% | 99.91% |
13.05.2024 | 0.83% | 5.61 CHF | 5.63 CHF | 14'100 | 14'100 | 6'366 | 6'366 | 35'844 CHF | 36'076 CHF | 100.00% | 100.00% |
10.05.2024 | 0.83% | 5.59 CHF | 5.61 CHF | 14'300 | 14'300 | 6'420 | 6'420 | 36'101 CHF | 36'334 CHF | 100.00% | 100.00% |
08.05.2024 | 0.78% | 5.15 CHF | 5.17 CHF | 15'100 | 15'100 | 6'698 | 6'698 | 34'725 CHF | 34'946 CHF | 99.07% | 99.07% |
07.05.2024 | 0.74% | 5.41 CHF | 5.43 CHF | 15'100 | 15'100 | 6'806 | 6'806 | 36'035 CHF | 36'248 CHF | 99.31% | 99.31% |
06.05.2024 | 0.77% | 5.09 CHF | 5.11 CHF | 15'800 | 15'800 | 7'105 | 7'105 | 36'034 CHF | 36'255 CHF | 100.00% | 100.00% |
03.05.2024 | 0.81% | 4.93 CHF | 4.95 CHF | 16'400 | 16'400 | 7'413 | 7'413 | 36'056 CHF | 36'287 CHF | 99.73% | 99.73% |
02.05.2024 | 0.78% | 4.80 CHF | 4.82 CHF | 16'300 | 16'300 | 7'272 | 7'272 | 35'887 CHF | 36'113 CHF | 99.95% | 99.95% |