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 | 0.20% | 5.09 CHF | 5.10 CHF | 8'500 | 8'500 | 8'420 | 8'420 | 43'335 CHF | 43'420 CHF | 100.00% | 100.00% |
10.05.2024 | 0.20% | 5.12 CHF | 5.13 CHF | 8'500 | 8'500 | 8'446 | 8'446 | 43'457 CHF | 43'541 CHF | 93.14% | 99.28% |
08.05.2024 | 0.20% | 5.11 CHF | 5.12 CHF | 8'500 | 8'500 | 8'419 | 8'419 | 43'163 CHF | 43'247 CHF | 100.00% | 100.00% |
07.05.2024 | 0.20% | 5.00 CHF | 5.01 CHF | 8'500 | 8'500 | 8'627 | 8'627 | 42'968 CHF | 43'054 CHF | 99.58% | 99.58% |
06.05.2024 | 0.23% | 4.42 CHF | 4.43 CHF | 9'000 | 9'000 | 9'148 | 9'148 | 40'118 CHF | 40'210 CHF | 94.62% | 98.17% |
03.05.2024 | 0.24% | 4.27 CHF | 4.28 CHF | 9'500 | 9'500 | 9'466 | 9'466 | 39'374 CHF | 39'469 CHF | 97.50% | 97.50% |
02.05.2024 | 0.25% | 3.94 CHF | 3.95 CHF | 9'500 | 9'500 | 9'474 | 9'474 | 37'497 CHF | 37'591 CHF | 98.67% | 98.67% |
30.04.2024 | 0.25% | 4.01 CHF | 4.02 CHF | 9'500 | 9'500 | 9'444 | 9'444 | 38'364 CHF | 38'458 CHF | 99.26% | 99.26% |
29.04.2024 | 0.25% | 4.11 CHF | 4.12 CHF | 9'500 | 9'500 | 9'398 | 9'398 | 38'394 CHF | 38'488 CHF | 99.62% | 99.62% |
26.04.2024 | 0.25% | 4.05 CHF | 4.06 CHF | 9'500 | 9'500 | 9'519 | 9'519 | 37'942 CHF | 38'037 CHF | 99.19% | 99.19% |