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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07.05.2024 | 0.17% | 5.79 CHF | 5.80 CHF | 30'000 | 30'000 | 18'313 | 18'313 | 105'475 CHF | 105'658 CHF | 100.00% | 100.00% |
06.05.2024 | 0.18% | 5.60 CHF | 5.61 CHF | 30'000 | 30'000 | 18'313 | 18'313 | 103'294 CHF | 103'477 CHF | 100.00% | 100.00% |
03.05.2024 | 0.18% | 5.43 CHF | 5.44 CHF | 30'000 | 30'000 | 18'365 | 18'365 | 100'245 CHF | 100'429 CHF | 97.24% | 97.24% |
02.05.2024 | 0.20% | 5.09 CHF | 5.10 CHF | 30'000 | 30'000 | 18'341 | 18'317 | 92'268 CHF | 92'333 CHF | 99.41% | 99.41% |
30.04.2024 | 0.19% | 5.10 CHF | 5.11 CHF | 30'000 | 30'000 | 18'212 | 18'212 | 95'998 CHF | 96'180 CHF | 99.12% | 99.12% |
29.04.2024 | 0.19% | 5.29 CHF | 5.30 CHF | 30'000 | 30'000 | 18'312 | 18'312 | 97'014 CHF | 97'197 CHF | 100.00% | 100.00% |
26.04.2024 | 0.19% | 5.19 CHF | 5.20 CHF | 30'000 | 30'000 | 18'464 | 18'464 | 95'686 CHF | 95'871 CHF | 95.43% | 95.43% |
25.04.2024 | 0.19% | 4.88 CHF | 4.89 CHF | 30'000 | 30'000 | 18'258 | 18'258 | 93'980 CHF | 94'163 CHF | 96.48% | 96.48% |
24.04.2024 | 0.18% | 5.39 CHF | 5.40 CHF | 30'000 | 30'000 | 18'390 | 18'390 | 101'038 CHF | 101'222 CHF | 97.71% | 97.71% |
23.04.2024 | 0.19% | 5.49 CHF | 5.50 CHF | 30'000 | 30'000 | 17'828 | 17'828 | 95'473 CHF | 95'651 CHF | 96.01% | 96.01% |