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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10.05.2024 | 0.31% | 6.16 CHF | 6.17 CHF | 71'800 | 71'800 | 48'364 | 48'364 | 298'146 CHF | 298'994 CHF | 96.02% | 96.02% |
08.05.2024 | 0.31% | 6.21 CHF | 6.22 CHF | 71'400 | 71'400 | 47'766 | 47'766 | 296'489 CHF | 297'335 CHF | 99.94% | 99.94% |
07.05.2024 | 0.31% | 6.21 CHF | 6.22 CHF | 71'500 | 71'500 | 47'711 | 47'711 | 297'936 CHF | 298'775 CHF | 98.48% | 98.48% |
06.05.2024 | 0.32% | 6.29 CHF | 6.30 CHF | 70'700 | 70'700 | 48'152 | 48'152 | 295'841 CHF | 296'695 CHF | 99.77% | 99.77% |
03.05.2024 | 0.33% | 5.94 CHF | 5.95 CHF | 73'700 | 73'700 | 49'332 | 49'332 | 290'425 CHF | 291'307 CHF | 97.15% | 97.15% |
02.05.2024 | 0.34% | 5.77 CHF | 5.78 CHF | 75'400 | 75'400 | 50'474 | 50'474 | 287'559 CHF | 288'460 CHF | 97.63% | 97.63% |
30.04.2024 | 0.32% | 5.98 CHF | 5.99 CHF | 73'600 | 73'600 | 49'149 | 49'149 | 294'581 CHF | 295'452 CHF | 99.65% | 99.65% |
29.04.2024 | 0.32% | 5.93 CHF | 5.94 CHF | 73'900 | 73'900 | 49'241 | 49'241 | 294'437 CHF | 295'302 CHF | 98.96% | 98.96% |
26.04.2024 | 0.34% | 5.94 CHF | 5.95 CHF | 73'800 | 73'800 | 50'231 | 50'231 | 286'814 CHF | 287'722 CHF | 97.19% | 97.19% |
25.04.2024 | 0.37% | 5.46 CHF | 5.47 CHF | 78'700 | 78'700 | 53'435 | 53'435 | 284'198 CHF | 285'155 CHF | 98.19% | 98.19% |