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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 0.46% | 6.36 CHF | 6.39 CHF | 21'100 | 21'100 | 21'035 | 21'035 | 137'119 CHF | 137'750 CHF | 99.99% | 99.99% |
22.05.2024 | 0.46% | 6.52 CHF | 6.55 CHF | 21'000 | 21'000 | 21'718 | 21'718 | 140'781 CHF | 141'433 CHF | 100.00% | 100.00% |
21.05.2024 | 0.49% | 6.02 CHF | 6.05 CHF | 22'200 | 22'200 | 22'438 | 22'438 | 137'153 CHF | 137'826 CHF | 99.15% | 99.15% |
17.05.2024 | 0.52% | 5.82 CHF | 5.85 CHF | 23'900 | 23'900 | 25'282 | 25'282 | 145'159 CHF | 145'917 CHF | 100.00% | 100.00% |
16.05.2024 | 0.58% | 5.38 CHF | 5.41 CHF | 26'200 | 26'200 | 26'777 | 26'777 | 137'249 CHF | 138'053 CHF | 100.00% | 100.00% |
15.05.2024 | 0.60% | 5.20 CHF | 5.23 CHF | 27'200 | 27'200 | 27'251 | 27'251 | 136'628 CHF | 137'447 CHF | 100.00% | 100.00% |
14.05.2024 | 0.61% | 5.05 CHF | 5.08 CHF | 27'400 | 27'400 | 28'300 | 28'300 | 139'135 CHF | 139'984 CHF | 99.98% | 99.98% |
13.05.2024 | 0.64% | 4.83 CHF | 4.86 CHF | 28'900 | 28'900 | 28'900 | 28'900 | 135'266 CHF | 136'133 CHF | 100.00% | 100.00% |
10.05.2024 | 0.52% | 4.51 CHF | 4.54 CHF | 28'900 | 28'900 | 29'802 | 29'802 | 136'957 CHF | 137'668 CHF | 100.00% | 100.00% |
08.05.2024 | 0.66% | 4.50 CHF | 4.53 CHF | 29'600 | 29'600 | 29'600 | 29'600 | 133'230 CHF | 134'118 CHF | 99.16% | 99.16% |