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 | 0.37% | 5.39 CHF | 5.41 CHF | 20'500 | 20'500 | 20'311 | 20'311 | 109'396 CHF | 109'803 CHF | 100.00% | 100.00% |
15.05.2024 | 0.37% | 5.39 CHF | 5.41 CHF | 20'500 | 20'500 | 21'118 | 21'118 | 114'079 CHF | 114'502 CHF | 100.00% | 100.00% |
14.05.2024 | 0.37% | 5.41 CHF | 5.43 CHF | 21'500 | 21'500 | 21'402 | 21'402 | 115'799 CHF | 116'227 CHF | 99.44% | 99.44% |
13.05.2024 | 0.37% | 5.40 CHF | 5.42 CHF | 21'000 | 21'000 | 21'326 | 21'326 | 115'387 CHF | 115'813 CHF | 99.69% | 99.69% |
10.05.2024 | 0.37% | 5.43 CHF | 5.45 CHF | 22'500 | 22'500 | 22'428 | 22'428 | 121'840 CHF | 122'289 CHF | 99.73% | 99.73% |
08.05.2024 | 0.37% | 5.44 CHF | 5.46 CHF | 23'000 | 23'000 | 22'979 | 22'979 | 125'101 CHF | 125'561 CHF | 99.46% | 99.46% |
07.05.2024 | 0.37% | 5.44 CHF | 5.46 CHF | 23'000 | 23'000 | 22'743 | 22'743 | 123'794 CHF | 124'249 CHF | 100.00% | 100.00% |
06.05.2024 | 0.19% | 5.48 CHF | 5.49 CHF | 24'500 | 24'500 | 24'445 | 24'445 | 134'001 CHF | 134'254 CHF | 98.55% | 98.55% |
03.05.2024 | 0.27% | 5.46 CHF | 5.48 CHF | 24'000 | 24'000 | 24'016 | 24'016 | 131'350 CHF | 131'705 CHF | 98.48% | 98.48% |
02.05.2024 | 0.26% | 5.46 CHF | 5.48 CHF | 24'000 | 24'000 | 24'233 | 24'233 | 132'603 CHF | 132'943 CHF | 99.51% | 99.51% |