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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07.05.2024 | 0.18% | 5.81 CHF | 5.82 CHF | 98'100 | 98'100 | 98'076 | 98'076 | 541'580 CHF | 542'561 CHF | 99.68% | 99.68% |
06.05.2024 | 0.20% | 5.18 CHF | 5.19 CHF | 104'800 | 104'800 | 104'800 | 104'800 | 535'444 CHF | 536'492 CHF | 100.00% | 100.00% |
03.05.2024 | 0.21% | 4.80 CHF | 4.81 CHF | 110'300 | 110'300 | 110'300 | 110'300 | 532'870 CHF | 533'973 CHF | 99.86% | 99.86% |
02.05.2024 | 0.21% | 4.64 CHF | 4.65 CHF | 104'200 | 104'200 | 104'200 | 104'200 | 486'966 CHF | 488'008 CHF | 99.55% | 99.55% |
30.04.2024 | 0.38% | 4.82 CHF | 4.84 CHF | 93'700 | 93'700 | 93'649 | 93'649 | 490'570 CHF | 492'444 CHF | 99.99% | 99.99% |
29.04.2024 | 0.35% | 5.50 CHF | 5.52 CHF | 89'500 | 89'500 | 89'485 | 89'485 | 507'061 CHF | 508'851 CHF | 99.63% | 99.63% |
26.04.2024 | 0.18% | 5.74 CHF | 5.75 CHF | 101'900 | 101'900 | 101'900 | 101'900 | 560'663 CHF | 561'682 CHF | 99.62% | 99.62% |
25.04.2024 | 0.39% | 5.01 CHF | 5.03 CHF | 92'400 | 92'400 | 92'400 | 92'400 | 471'712 CHF | 473'560 CHF | 99.94% | 99.94% |
24.04.2024 | 0.34% | 5.48 CHF | 5.50 CHF | 89'800 | 89'800 | 89'757 | 89'757 | 527'838 CHF | 529'634 CHF | 100.00% | 100.00% |
23.04.2024 | 0.18% | 5.72 CHF | 5.73 CHF | 102'000 | 102'000 | 101'988 | 101'988 | 556'272 CHF | 557'292 CHF | 99.98% | 99.98% |