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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08.05.2024 | 0.18% | 5.41 CHF | 5.42 CHF | 43'000 | 43'000 | 42'990 | 42'990 | 233'104 CHF | 233'534 CHF | 99.08% | 99.08% |
07.05.2024 | 0.18% | 5.44 CHF | 5.45 CHF | 43'000 | 43'000 | 42'962 | 42'962 | 232'901 CHF | 233'331 CHF | 100.00% | 100.00% |
06.05.2024 | 0.19% | 5.21 CHF | 5.22 CHF | 44'000 | 44'000 | 44'940 | 44'940 | 231'535 CHF | 231'984 CHF | 100.00% | 100.00% |
03.05.2024 | 0.19% | 5.07 CHF | 5.08 CHF | 45'000 | 45'000 | 44'864 | 44'864 | 230'528 CHF | 230'976 CHF | 99.98% | 99.98% |
02.05.2024 | 0.19% | 5.23 CHF | 5.24 CHF | 44'000 | 44'000 | 44'152 | 44'152 | 230'244 CHF | 230'686 CHF | 99.98% | 99.98% |
30.04.2024 | 0.19% | 5.18 CHF | 5.19 CHF | 45'000 | 45'000 | 43'991 | 43'991 | 230'458 CHF | 230'899 CHF | 99.98% | 99.98% |
29.04.2024 | 0.19% | 5.26 CHF | 5.27 CHF | 44'000 | 44'000 | 43'822 | 43'822 | 231'407 CHF | 231'846 CHF | 100.00% | 100.00% |
26.04.2024 | 0.19% | 5.32 CHF | 5.33 CHF | 44'000 | 44'000 | 43'907 | 43'907 | 233'774 CHF | 234'213 CHF | 99.59% | 99.59% |
25.04.2024 | 0.19% | 5.24 CHF | 5.25 CHF | 44'000 | 44'000 | 44'107 | 44'107 | 231'334 CHF | 231'775 CHF | 99.97% | 99.97% |
24.04.2024 | 0.19% | 5.23 CHF | 5.24 CHF | 44'000 | 44'000 | 43'975 | 43'975 | 232'756 CHF | 233'196 CHF | 99.90% | 99.90% |