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 | 0.36% | 5.47 CHF | 5.49 CHF | 23'600 | 23'600 | 23'503 | 23'503 | 129'442 CHF | 129'913 CHF | 100.00% | 100.00% |
15.05.2024 | 0.37% | 5.57 CHF | 5.59 CHF | 23'100 | 23'100 | 23'349 | 23'349 | 126'379 CHF | 126'848 CHF | 100.00% | 100.00% |
14.05.2024 | 0.34% | 5.66 CHF | 5.68 CHF | 21'900 | 21'900 | 21'809 | 21'809 | 128'897 CHF | 129'334 CHF | 99.98% | 99.98% |
13.05.2024 | 0.33% | 6.09 CHF | 6.11 CHF | 21'700 | 21'700 | 21'611 | 21'611 | 130'795 CHF | 131'227 CHF | 100.00% | 100.00% |
10.05.2024 | 0.33% | 6.09 CHF | 6.11 CHF | 22'600 | 22'600 | 22'507 | 22'507 | 134'157 CHF | 134'608 CHF | 100.00% | 100.00% |
08.05.2024 | 0.35% | 5.60 CHF | 5.62 CHF | 23'600 | 23'600 | 23'551 | 23'551 | 133'732 CHF | 134'203 CHF | 99.06% | 99.06% |
07.05.2024 | 0.37% | 5.55 CHF | 5.57 CHF | 24'200 | 24'200 | 24'095 | 24'095 | 129'932 CHF | 130'414 CHF | 97.81% | 97.81% |
06.05.2024 | 0.36% | 5.43 CHF | 5.45 CHF | 24'700 | 24'700 | 24'598 | 24'598 | 134'894 CHF | 135'386 CHF | 100.00% | 100.00% |
03.05.2024 | 0.38% | 5.25 CHF | 5.27 CHF | 25'400 | 25'400 | 25'295 | 25'295 | 132'801 CHF | 133'307 CHF | 99.76% | 99.76% |
02.05.2024 | 0.39% | 5.18 CHF | 5.20 CHF | 26'500 | 26'500 | 26'397 | 26'397 | 135'313 CHF | 135'841 CHF | 100.00% | 100.00% |