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 | 0.17% | 6.18 CHF | 6.19 CHF | 66'000 | 66'000 | 29'668 | 29'668 | 181'891 CHF | 182'189 CHF | 99.99% | 99.99% |
15.05.2024 | 0.19% | 5.96 CHF | 5.97 CHF | 73'600 | 73'600 | 33'696 | 33'696 | 184'516 CHF | 184'854 CHF | 100.00% | 100.00% |
14.05.2024 | 0.20% | 5.11 CHF | 5.12 CHF | 78'500 | 78'500 | 35'273 | 35'273 | 176'079 CHF | 176'432 CHF | 99.99% | 99.99% |
13.05.2024 | 0.20% | 5.02 CHF | 5.03 CHF | 80'100 | 80'100 | 36'159 | 36'159 | 180'279 CHF | 180'641 CHF | 100.00% | 100.00% |
10.05.2024 | 0.21% | 4.94 CHF | 4.95 CHF | 83'600 | 83'600 | 37'161 | 37'161 | 184'917 CHF | 185'289 CHF | 99.98% | 99.98% |
08.05.2024 | 0.20% | 5.06 CHF | 5.07 CHF | 78'000 | 78'000 | 34'172 | 34'172 | 173'988 CHF | 174'330 CHF | 98.98% | 98.98% |
07.05.2024 | 0.20% | 5.10 CHF | 5.11 CHF | 73'900 | 73'900 | 33'328 | 33'328 | 171'708 CHF | 172'042 CHF | 97.82% | 97.82% |
06.05.2024 | 0.21% | 5.34 CHF | 5.35 CHF | 80'900 | 80'900 | 36'334 | 36'334 | 183'986 CHF | 184'350 CHF | 100.00% | 100.00% |
03.05.2024 | 0.23% | 4.53 CHF | 4.54 CHF | 92'900 | 92'900 | 41'880 | 41'880 | 186'530 CHF | 186'950 CHF | 99.75% | 99.75% |
02.05.2024 | 0.26% | 4.10 CHF | 4.11 CHF | 104'100 | 104'100 | 47'152 | 47'152 | 187'488 CHF | 187'960 CHF | 99.98% | 99.98% |