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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 0.32% | 6.37 CHF | 6.39 CHF | 46'000 | 46'000 | 45'497 | 45'497 | 290'370 CHF | 291'287 CHF | 100.00% | 100.00% |
10.05.2024 | 0.32% | 6.32 CHF | 6.34 CHF | 46'000 | 46'000 | 45'497 | 45'497 | 288'211 CHF | 289'127 CHF | 100.00% | 100.00% |
08.05.2024 | 0.35% | 5.97 CHF | 5.99 CHF | 48'000 | 48'000 | 47'473 | 47'473 | 281'618 CHF | 282'574 CHF | 99.67% | 99.67% |
07.05.2024 | 0.34% | 5.95 CHF | 5.97 CHF | 48'000 | 48'000 | 47'454 | 47'454 | 282'983 CHF | 283'940 CHF | 100.00% | 100.00% |
06.05.2024 | 0.35% | 5.85 CHF | 5.87 CHF | 48'000 | 48'000 | 47'475 | 47'475 | 279'580 CHF | 280'536 CHF | 100.00% | 100.00% |
03.05.2024 | 0.36% | 5.74 CHF | 5.76 CHF | 48'000 | 48'000 | 47'468 | 47'468 | 271'744 CHF | 272'701 CHF | 98.93% | 98.93% |
02.05.2024 | 0.38% | 5.49 CHF | 5.51 CHF | 50'000 | 50'000 | 49'448 | 49'448 | 269'478 CHF | 270'474 CHF | 99.29% | 99.29% |
30.04.2024 | 0.36% | 5.53 CHF | 5.55 CHF | 48'000 | 48'000 | 47'450 | 47'450 | 268'519 CHF | 269'475 CHF | 99.99% | 99.99% |
29.04.2024 | 0.37% | 5.65 CHF | 5.67 CHF | 50'000 | 50'000 | 49'443 | 49'443 | 277'488 CHF | 278'484 CHF | 99.66% | 99.66% |
26.04.2024 | 0.37% | 5.53 CHF | 5.55 CHF | 50'000 | 50'000 | 49'444 | 49'444 | 275'474 CHF | 276'470 CHF | 99.69% | 99.69% |