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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07.05.2024 | 0.32% | 5.87 CHF | 5.88 CHF | 46'300 | 46'300 | 20'416 | 20'416 | 116'202 CHF | 116'506 CHF | 97.82% | 97.82% |
06.05.2024 | 0.19% | 5.67 CHF | 5.68 CHF | 51'600 | 51'600 | 22'255 | 22'255 | 123'093 CHF | 123'316 CHF | 100.00% | 100.00% |
03.05.2024 | 0.22% | 4.75 CHF | 4.76 CHF | 59'300 | 59'300 | 25'836 | 25'836 | 121'967 CHF | 122'226 CHF | 99.44% | 99.44% |
02.05.2024 | 0.23% | 4.43 CHF | 4.44 CHF | 62'400 | 62'400 | 26'634 | 26'634 | 117'968 CHF | 118'235 CHF | 99.95% | 99.95% |
30.04.2024 | - | 7.00 CHF | - CHF | 38'100 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.80% |
29.04.2024 | - | 6.93 CHF | - CHF | 40'600 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.07% |
26.04.2024 | 0.28% | 6.64 CHF | 6.65 CHF | 43'400 | 43'400 | 16'432 | 16'432 | 106'101 CHF | 106'335 CHF | 99.23% | 99.23% |
25.04.2024 | 0.17% | 5.87 CHF | 5.88 CHF | 47'000 | 47'000 | 47'000 | 47'000 | 276'902 CHF | 277'372 CHF | 1.97% | 99.74% |
24.04.2024 | 0.29% | 5.78 CHF | 5.79 CHF | 46'500 | 46'500 | 19'760 | 19'760 | 121'921 CHF | 122'216 CHF | 99.86% | 99.86% |
23.04.2024 | 0.22% | 5.84 CHF | 5.85 CHF | 49'800 | 49'800 | 21'849 | 21'849 | 124'728 CHF | 124'982 CHF | 99.99% | 99.99% |