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 | 0.55% | 5.38 CHF | 5.41 CHF | 32'000 | 32'000 | 31'976 | 31'976 | 173'388 CHF | 174'348 CHF | 100.00% | 100.00% |
15.05.2024 | 0.58% | 5.44 CHF | 5.47 CHF | 32'000 | 32'000 | 32'238 | 32'238 | 168'113 CHF | 169'083 CHF | 99.99% | 99.99% |
14.05.2024 | 0.59% | 5.00 CHF | 5.03 CHF | 33'000 | 33'000 | 32'992 | 32'992 | 166'748 CHF | 167'738 CHF | 99.99% | 99.99% |
13.05.2024 | 0.59% | 5.09 CHF | 5.12 CHF | 33'000 | 33'000 | 32'952 | 32'952 | 167'191 CHF | 168'179 CHF | 99.86% | 99.86% |
10.05.2024 | 0.58% | 5.23 CHF | 5.26 CHF | 32'000 | 32'000 | 32'458 | 32'458 | 167'419 CHF | 168'393 CHF | 100.00% | 100.00% |
08.05.2024 | 0.59% | 5.04 CHF | 5.07 CHF | 33'000 | 33'000 | 33'000 | 33'000 | 166'887 CHF | 167'877 CHF | 98.93% | 98.93% |
07.05.2024 | 0.60% | 4.99 CHF | 5.02 CHF | 33'000 | 33'000 | 32'976 | 32'976 | 164'225 CHF | 165'215 CHF | 99.88% | 99.88% |
06.05.2024 | 0.61% | 4.93 CHF | 4.96 CHF | 33'000 | 33'000 | 33'000 | 33'000 | 162'235 CHF | 163'225 CHF | 100.00% | 100.00% |
03.05.2024 | 0.62% | 4.92 CHF | 4.95 CHF | 33'000 | 33'000 | 33'715 | 33'715 | 161'933 CHF | 162'944 CHF | 99.92% | 99.92% |
02.05.2024 | 0.62% | 4.65 CHF | 4.68 CHF | 34'000 | 34'000 | 33'797 | 33'797 | 162'917 CHF | 163'931 CHF | 98.55% | 98.55% |