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 | 0.19% | 5.07 CHF | 5.08 CHF | 26'400 | 26'400 | 25'945 | 25'945 | 133'454 CHF | 133'713 CHF | 100.00% | 100.00% |
15.05.2024 | 0.37% | 5.29 CHF | 5.31 CHF | 23'800 | 23'800 | 23'701 | 23'701 | 127'447 CHF | 127'922 CHF | 100.00% | 100.00% |
14.05.2024 | 0.36% | 5.52 CHF | 5.54 CHF | 24'400 | 24'400 | 24'299 | 24'299 | 134'444 CHF | 134'930 CHF | 99.95% | 99.95% |
13.05.2024 | 0.19% | 5.34 CHF | 5.35 CHF | 25'300 | 25'300 | 25'689 | 25'689 | 133'363 CHF | 133'620 CHF | 100.00% | 100.00% |
10.05.2024 | 0.20% | 4.99 CHF | 5.00 CHF | 25'800 | 25'800 | 25'886 | 25'886 | 128'739 CHF | 128'998 CHF | 100.00% | 100.00% |
08.05.2024 | 0.42% | 4.90 CHF | 4.92 CHF | 24'200 | 24'200 | 24'097 | 24'097 | 115'560 CHF | 116'042 CHF | 99.06% | 99.06% |
07.05.2024 | 0.37% | 5.51 CHF | 5.53 CHF | 24'100 | 24'100 | 24'313 | 24'313 | 130'195 CHF | 130'682 CHF | 97.66% | 97.66% |
06.05.2024 | 0.37% | 5.34 CHF | 5.36 CHF | 24'900 | 24'900 | 24'677 | 24'677 | 132'730 CHF | 133'224 CHF | 100.00% | 100.00% |
03.05.2024 | 0.19% | 5.21 CHF | 5.22 CHF | 25'300 | 25'300 | 25'196 | 25'196 | 131'431 CHF | 131'683 CHF | 99.95% | 99.95% |
02.05.2024 | 0.38% | 5.17 CHF | 5.19 CHF | 24'900 | 24'900 | 24'797 | 24'797 | 128'508 CHF | 128'994 CHF | 100.00% | 100.00% |