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 | 0.57% | 5.17 CHF | 5.20 CHF | 32'000 | 32'000 | 31'976 | 31'976 | 166'691 CHF | 167'651 CHF | 100.00% | 100.00% |
15.05.2024 | 0.60% | 5.23 CHF | 5.26 CHF | 32'000 | 32'000 | 32'237 | 32'237 | 161'357 CHF | 162'327 CHF | 99.99% | 99.99% |
14.05.2024 | 0.62% | 4.79 CHF | 4.82 CHF | 33'000 | 33'000 | 32'992 | 32'992 | 159'836 CHF | 160'826 CHF | 99.99% | 99.99% |
13.05.2024 | 0.61% | 4.88 CHF | 4.91 CHF | 33'000 | 33'000 | 32'952 | 32'952 | 160'299 CHF | 161'288 CHF | 99.84% | 99.84% |
10.05.2024 | 0.60% | 5.02 CHF | 5.05 CHF | 32'000 | 32'000 | 32'458 | 32'458 | 160'625 CHF | 161'598 CHF | 100.00% | 100.00% |
08.05.2024 | 0.62% | 4.83 CHF | 4.86 CHF | 33'000 | 33'000 | 33'000 | 33'000 | 159'987 CHF | 160'977 CHF | 98.93% | 98.93% |
07.05.2024 | 0.63% | 4.78 CHF | 4.81 CHF | 33'000 | 33'000 | 32'976 | 32'976 | 157'320 CHF | 158'310 CHF | 99.89% | 99.89% |
06.05.2024 | 0.64% | 4.72 CHF | 4.75 CHF | 33'000 | 33'000 | 33'000 | 33'000 | 155'329 CHF | 156'319 CHF | 100.00% | 100.00% |
03.05.2024 | 0.65% | 4.71 CHF | 4.74 CHF | 33'000 | 33'000 | 33'714 | 33'714 | 154'888 CHF | 155'900 CHF | 99.97% | 99.97% |
02.05.2024 | 0.65% | 4.44 CHF | 4.47 CHF | 34'000 | 34'000 | 33'797 | 33'797 | 155'855 CHF | 156'869 CHF | 98.53% | 98.53% |