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 | 0.54% | 7.36 CHF | 7.40 CHF | 18'100 | 18'100 | 18'002 | 18'002 | 132'707 CHF | 133'428 CHF | 100.00% | 100.00% |
15.05.2024 | 0.43% | 7.34 CHF | 7.37 CHF | 18'900 | 18'900 | 18'910 | 18'910 | 132'398 CHF | 132'966 CHF | 100.00% | 100.00% |
14.05.2024 | 0.56% | 7.05 CHF | 7.09 CHF | 18'600 | 18'600 | 18'600 | 18'600 | 133'268 CHF | 134'012 CHF | 98.50% | 98.50% |
13.05.2024 | 0.56% | 7.06 CHF | 7.10 CHF | 18'400 | 18'400 | 18'400 | 18'400 | 131'932 CHF | 132'668 CHF | 100.00% | 100.00% |
10.05.2024 | 0.43% | 7.18 CHF | 7.21 CHF | 19'300 | 19'300 | 19'331 | 19'331 | 135'979 CHF | 136'559 CHF | 100.00% | 100.00% |
08.05.2024 | 0.47% | 6.70 CHF | 6.73 CHF | 21'700 | 21'700 | 21'837 | 21'837 | 140'259 CHF | 140'914 CHF | 99.24% | 99.24% |
07.05.2024 | 0.52% | 5.96 CHF | 5.99 CHF | 23'100 | 23'100 | 23'099 | 23'099 | 133'552 CHF | 134'245 CHF | 95.30% | 95.30% |
06.05.2024 | 0.49% | 5.73 CHF | 5.76 CHF | 22'700 | 22'700 | 22'462 | 22'462 | 136'819 CHF | 137'492 CHF | 100.00% | 100.00% |
03.05.2024 | 0.50% | 5.88 CHF | 5.91 CHF | 22'500 | 22'500 | 22'431 | 22'431 | 134'202 CHF | 134'875 CHF | 99.93% | 99.93% |
02.05.2024 | 0.51% | 5.85 CHF | 5.88 CHF | 22'100 | 22'100 | 22'096 | 22'096 | 130'048 CHF | 130'711 CHF | 99.95% | 99.95% |