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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 1.00% | 4.89 CHF | 4.91 CHF | 17'300 | 17'300 | 11'528 | 11'528 | 53'854 CHF | 54'341 CHF | 100.00% | 100.00% |
10.05.2024 | 1.08% | 4.67 CHF | 4.69 CHF | 17'200 | 17'200 | 11'395 | 11'395 | 49'245 CHF | 49'727 CHF | 99.95% | 99.95% |
08.05.2024 | 1.01% | 4.63 CHF | 4.65 CHF | 17'100 | 17'100 | 11'444 | 11'444 | 52'730 CHF | 53'214 CHF | 100.00% | 100.00% |
07.05.2024 | 1.01% | 4.38 CHF | 4.40 CHF | 17'000 | 17'000 | 11'453 | 11'453 | 51'882 CHF | 52'366 CHF | 100.00% | 100.00% |
06.05.2024 | 0.94% | 4.80 CHF | 4.82 CHF | 17'300 | 17'300 | 11'592 | 11'592 | 57'023 CHF | 57'512 CHF | 98.35% | 98.35% |
03.05.2024 | 0.90% | 4.94 CHF | 4.96 CHF | 17'300 | 17'300 | 11'576 | 11'576 | 58'647 CHF | 59'144 CHF | 95.98% | 95.98% |
02.05.2024 | 0.80% | 5.64 CHF | 5.66 CHF | 17'600 | 17'600 | 11'712 | 11'712 | 67'847 CHF | 68'348 CHF | 98.22% | 98.22% |
30.04.2024 | 0.82% | 6.18 CHF | 6.20 CHF | 17'800 | 17'800 | 11'777 | 11'777 | 67'404 CHF | 67'903 CHF | 99.51% | 99.51% |
29.04.2024 | 0.81% | 6.14 CHF | 6.16 CHF | 17'900 | 17'900 | 11'813 | 11'813 | 68'417 CHF | 68'916 CHF | 99.60% | 99.60% |
26.04.2024 | 0.74% | 6.39 CHF | 6.41 CHF | 17'900 | 17'900 | 12'004 | 12'004 | 75'868 CHF | 76'377 CHF | 99.19% | 99.19% |