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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 0.17% | 5.87 CHF | 5.88 CHF | 7'000 | 7'000 | 6'981 | 6'981 | 42'361 CHF | 42'431 CHF | 99.03% | 99.03% |
13.05.2024 | 0.17% | 5.92 CHF | 5.93 CHF | 7'000 | 7'000 | 6'934 | 6'934 | 41'300 CHF | 41'370 CHF | 99.78% | 99.78% |
10.05.2024 | 0.17% | 5.88 CHF | 5.89 CHF | 7'000 | 7'000 | 6'917 | 6'917 | 40'401 CHF | 40'471 CHF | 99.18% | 99.18% |
08.05.2024 | 0.16% | 6.13 CHF | 6.14 CHF | 7'000 | 7'000 | 6'994 | 6'994 | 42'859 CHF | 42'929 CHF | 99.49% | 99.49% |
07.05.2024 | 0.16% | 6.34 CHF | 6.35 CHF | 7'100 | 7'100 | 7'026 | 7'026 | 45'466 CHF | 45'537 CHF | 99.73% | 99.73% |
06.05.2024 | 0.15% | 6.76 CHF | 6.77 CHF | 7'200 | 7'200 | 7'107 | 7'107 | 47'840 CHF | 47'911 CHF | 98.20% | 98.20% |
03.05.2024 | 0.14% | 6.79 CHF | 6.80 CHF | 7'200 | 7'200 | 7'218 | 7'218 | 50'878 CHF | 50'950 CHF | 96.94% | 96.94% |
02.05.2024 | 0.13% | 7.46 CHF | 7.47 CHF | 7'400 | 7'400 | 7'357 | 7'357 | 54'815 CHF | 54'888 CHF | 99.02% | 99.02% |
30.04.2024 | 0.14% | 7.45 CHF | 7.46 CHF | 7'400 | 7'400 | 7'337 | 7'337 | 54'094 CHF | 54'168 CHF | 99.16% | 99.16% |
29.04.2024 | 0.14% | 7.34 CHF | 7.35 CHF | 7'300 | 7'300 | 7'205 | 7'205 | 51'158 CHF | 51'230 CHF | 99.39% | 99.39% |