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 | 0.81% | 7.28 CHF | 7.30 CHF | 17'800 | 17'800 | 9'972 | 9'972 | 70'384 CHF | 70'866 CHF | 98.70% | 98.70% |
13.05.2024 | 0.95% | 6.13 CHF | 6.15 CHF | 18'800 | 18'800 | 10'076 | 10'076 | 59'716 CHF | 60'196 CHF | 99.98% | 99.98% |
10.05.2024 | 0.80% | 6.77 CHF | 6.79 CHF | 17'500 | 17'500 | 9'608 | 9'608 | 67'002 CHF | 67'463 CHF | 99.99% | 99.99% |
08.05.2024 | 0.86% | 7.44 CHF | 7.46 CHF | 16'200 | 16'200 | 8'882 | 8'882 | 66'422 CHF | 66'907 CHF | 99.12% | 99.12% |
07.05.2024 | 0.82% | 7.81 CHF | 7.83 CHF | 18'200 | 18'200 | 10'151 | 10'151 | 72'965 CHF | 73'454 CHF | 99.76% | 99.76% |
06.05.2024 | 0.86% | 6.57 CHF | 6.59 CHF | 19'100 | 19'100 | 10'641 | 10'641 | 70'227 CHF | 70'738 CHF | 99.68% | 99.68% |
03.05.2024 | 0.86% | 5.87 CHF | 5.89 CHF | 19'800 | 19'800 | 10'828 | 10'828 | 69'401 CHF | 69'919 CHF | 99.47% | 99.47% |
02.05.2024 | 0.80% | 6.17 CHF | 6.19 CHF | 22'100 | 22'100 | 12'027 | 12'027 | 73'677 CHF | 74'181 CHF | 99.95% | 99.95% |
30.04.2024 | 0.86% | 6.38 CHF | 6.40 CHF | 19'500 | 19'500 | 10'801 | 10'801 | 71'488 CHF | 72'006 CHF | 98.69% | 98.69% |
29.04.2024 | 0.88% | 7.16 CHF | 7.19 CHF | 14'700 | 14'700 | 7'916 | 7'916 | 62'707 CHF | 63'193 CHF | 99.60% | 99.60% |