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 | 0.84% | 5.52 CHF | 5.57 CHF | 25'000 | 25'000 | 24'978 | 24'978 | 147'924 CHF | 149'174 CHF | 99.99% | 99.99% |
15.05.2024 | 0.95% | 5.82 CHF | 5.87 CHF | 25'000 | 25'000 | 24'953 | 24'953 | 131'648 CHF | 132'898 CHF | 100.00% | 100.00% |
14.05.2024 | 0.97% | 5.06 CHF | 5.11 CHF | 25'000 | 25'000 | 24'999 | 24'999 | 128'001 CHF | 129'251 CHF | 100.00% | 100.00% |
13.05.2024 | 0.88% | 5.57 CHF | 5.62 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 141'560 CHF | 142'810 CHF | 100.00% | 100.00% |
10.05.2024 | 0.80% | 5.36 CHF | 5.41 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 155'320 CHF | 156'570 CHF | 99.56% | 99.56% |
08.05.2024 | 0.88% | 5.66 CHF | 5.71 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 141'172 CHF | 142'422 CHF | 98.95% | 98.95% |
07.05.2024 | 0.77% | 6.41 CHF | 6.46 CHF | 25'000 | 25'000 | 24'985 | 24'985 | 162'385 CHF | 163'635 CHF | 99.53% | 99.53% |
06.05.2024 | 0.70% | 6.31 CHF | 6.36 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 178'190 CHF | 179'440 CHF | 100.00% | 100.00% |
03.05.2024 | 0.88% | 6.18 CHF | 6.23 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 142'430 CHF | 143'680 CHF | 99.86% | 99.86% |
02.05.2024 | 0.93% | 5.66 CHF | 5.71 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 133'702 CHF | 134'952 CHF | 99.95% | 99.95% |