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 | 0.48% | 6.21 CHF | 6.24 CHF | 32'000 | 32'000 | 31'976 | 31'976 | 200'021 CHF | 200'981 CHF | 99.99% | 99.99% |
15.05.2024 | 0.50% | 6.28 CHF | 6.31 CHF | 32'000 | 32'000 | 32'238 | 32'238 | 194'959 CHF | 195'929 CHF | 99.99% | 99.99% |
14.05.2024 | 0.51% | 5.83 CHF | 5.86 CHF | 33'000 | 33'000 | 32'992 | 32'992 | 194'220 CHF | 195'210 CHF | 100.00% | 100.00% |
13.05.2024 | 0.51% | 5.92 CHF | 5.95 CHF | 33'000 | 33'000 | 32'952 | 32'952 | 194'635 CHF | 195'624 CHF | 99.83% | 99.83% |
10.05.2024 | 0.50% | 6.07 CHF | 6.10 CHF | 32'000 | 32'000 | 32'458 | 32'458 | 194'426 CHF | 195'399 CHF | 100.00% | 100.00% |
08.05.2024 | 0.51% | 5.87 CHF | 5.90 CHF | 33'000 | 33'000 | 33'000 | 33'000 | 194'351 CHF | 195'341 CHF | 98.93% | 98.93% |
07.05.2024 | 0.52% | 5.82 CHF | 5.85 CHF | 33'000 | 33'000 | 32'976 | 32'976 | 191'641 CHF | 192'631 CHF | 99.89% | 99.89% |
06.05.2024 | 0.52% | 5.76 CHF | 5.79 CHF | 33'000 | 33'000 | 33'000 | 33'000 | 189'679 CHF | 190'669 CHF | 100.00% | 100.00% |
03.05.2024 | 0.53% | 5.75 CHF | 5.78 CHF | 33'000 | 33'000 | 33'714 | 33'714 | 189'961 CHF | 190'972 CHF | 99.97% | 99.97% |
02.05.2024 | 0.53% | 5.48 CHF | 5.51 CHF | 34'000 | 34'000 | 33'797 | 33'797 | 191'021 CHF | 192'035 CHF | 98.53% | 98.53% |