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 | 1.08% | 5.34 CHF | 5.37 CHF | 45'000 | 45'000 | 28'829 | 28'829 | 153'819 CHF | 155'340 CHF | 99.99% | 99.99% |
15.05.2024 | 1.13% | 5.33 CHF | 5.36 CHF | 45'000 | 45'000 | 28'937 | 28'937 | 149'046 CHF | 150'574 CHF | 100.00% | 100.00% |
14.05.2024 | 1.14% | 5.09 CHF | 5.12 CHF | 46'000 | 46'000 | 29'068 | 29'068 | 147'107 CHF | 148'638 CHF | 100.00% | 100.00% |
13.05.2024 | 1.18% | 4.99 CHF | 5.02 CHF | 46'000 | 46'000 | 29'265 | 29'265 | 143'542 CHF | 145'084 CHF | 99.97% | 99.97% |
10.05.2024 | 1.18% | 4.71 CHF | 4.74 CHF | 47'000 | 47'000 | 29'248 | 29'248 | 141'610 CHF | 143'147 CHF | 99.97% | 99.97% |
08.05.2024 | 1.22% | 4.66 CHF | 4.69 CHF | 47'000 | 47'000 | 29'478 | 29'478 | 138'159 CHF | 139'708 CHF | 99.65% | 99.65% |
07.05.2024 | 1.21% | 4.71 CHF | 4.74 CHF | 47'000 | 47'000 | 29'282 | 29'282 | 138'931 CHF | 140'473 CHF | 99.96% | 99.96% |
06.05.2024 | 1.25% | 4.63 CHF | 4.66 CHF | 47'000 | 47'000 | 29'450 | 29'450 | 136'369 CHF | 137'914 CHF | 98.29% | 98.29% |
03.05.2024 | 1.21% | 4.83 CHF | 4.86 CHF | 46'000 | 46'000 | 29'022 | 29'022 | 139'248 CHF | 140'788 CHF | 97.84% | 97.84% |
02.05.2024 | 1.55% | 3.77 CHF | 3.80 CHF | 49'000 | 49'000 | 30'036 | 30'036 | 111'290 CHF | 112'860 CHF | 98.32% | 98.32% |