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 | 0.42% | 5.57 CHF | 5.58 CHF | 72'000 | 72'000 | 32'716 | 32'716 | 181'059 CHF | 181'659 CHF | 100.00% | 100.00% |
15.05.2024 | 0.43% | 5.46 CHF | 5.47 CHF | 73'000 | 73'000 | 33'187 | 33'187 | 180'919 CHF | 181'525 CHF | 99.96% | 99.96% |
14.05.2024 | 0.42% | 5.40 CHF | 5.41 CHF | 73'000 | 73'000 | 32'488 | 32'488 | 177'800 CHF | 178'387 CHF | 100.00% | 100.00% |
13.05.2024 | 0.42% | 5.51 CHF | 5.52 CHF | 73'000 | 73'000 | 32'507 | 32'507 | 178'949 CHF | 179'538 CHF | 100.00% | 100.00% |
10.05.2024 | 0.42% | 5.50 CHF | 5.51 CHF | 73'000 | 73'000 | 32'937 | 32'937 | 181'025 CHF | 181'627 CHF | 100.00% | 100.00% |
08.05.2024 | 0.43% | 5.40 CHF | 5.41 CHF | 73'000 | 73'000 | 32'923 | 32'923 | 178'470 CHF | 179'077 CHF | 99.09% | 99.09% |
07.05.2024 | 0.43% | 5.37 CHF | 5.38 CHF | 74'000 | 74'000 | 33'443 | 33'443 | 179'566 CHF | 180'175 CHF | 99.94% | 99.94% |
06.05.2024 | 0.44% | 5.31 CHF | 5.32 CHF | 74'000 | 74'000 | 33'503 | 33'503 | 177'712 CHF | 178'322 CHF | 100.00% | 100.00% |
03.05.2024 | 0.45% | 5.19 CHF | 5.20 CHF | 76'000 | 76'000 | 33'864 | 33'864 | 176'048 CHF | 176'662 CHF | 99.52% | 99.52% |
02.05.2024 | 0.74% | 5.24 CHF | 5.25 CHF | 75'000 | 75'000 | 25'272 | 25'272 | 132'491 CHF | 133'065 CHF | 99.99% | 99.99% |