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 | 0.84% | 5.01 CHF | 5.03 CHF | 26'100 | 26'100 | 11'591 | 11'591 | 57'096 CHF | 57'485 CHF | 98.70% | 98.70% |
07.05.2024 | 0.77% | 6.03 CHF | 6.05 CHF | 20'700 | 20'700 | 9'098 | 9'098 | 58'155 CHF | 58'510 CHF | 99.30% | 99.30% |
06.05.2024 | 0.68% | 6.80 CHF | 6.82 CHF | 20'800 | 20'800 | 9'316 | 9'316 | 64'985 CHF | 65'323 CHF | 98.44% | 98.44% |
03.05.2024 | 1.61% | 5.71 CHF | 5.73 CHF | 20'000 | 20'000 | 6'636 | 6'636 | 41'461 CHF | 41'840 CHF | 96.92% | 96.92% |
02.05.2024 | - | 6.19 CHF | - CHF | 24'900 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 99.94% |
30.04.2024 | - | 5.23 CHF | - CHF | 22'300 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 97.79% |
29.04.2024 | 0.80% | 7.73 CHF | 7.76 CHF | 15'400 | 15'400 | 6'965 | 6'965 | 54'501 CHF | 54'859 CHF | 97.86% | 97.86% |
26.04.2024 | 0.53% | 7.60 CHF | 7.63 CHF | 17'900 | 17'900 | 8'057 | 8'057 | 61'194 CHF | 61'457 CHF | 96.73% | 96.73% |
25.04.2024 | 0.54% | 6.85 CHF | 6.87 CHF | 18'400 | 18'400 | 7'918 | 7'918 | 55'725 CHF | 55'975 CHF | 95.78% | 95.78% |
24.04.2024 | 0.50% | 8.33 CHF | 8.35 CHF | 14'800 | 14'800 | 6'324 | 6'324 | 58'026 CHF | 58'260 CHF | 95.15% | 95.15% |