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 | 0.33% | 5.76 CHF | 5.77 CHF | 71'800 | 71'800 | 48'374 | 48'374 | 278'751 CHF | 279'598 CHF | 96.07% | 96.07% |
08.05.2024 | 0.33% | 5.80 CHF | 5.81 CHF | 71'400 | 71'400 | 47'774 | 47'774 | 277'297 CHF | 278'143 CHF | 99.94% | 99.94% |
07.05.2024 | 0.33% | 5.81 CHF | 5.82 CHF | 71'400 | 71'400 | 47'704 | 47'704 | 278'725 CHF | 279'564 CHF | 98.81% | 98.81% |
06.05.2024 | 0.34% | 5.89 CHF | 5.90 CHF | 70'700 | 70'700 | 48'152 | 48'152 | 276'532 CHF | 277'386 CHF | 99.77% | 99.77% |
03.05.2024 | 0.36% | 5.54 CHF | 5.55 CHF | 73'700 | 73'700 | 49'191 | 49'191 | 269'828 CHF | 270'712 CHF | 96.59% | 96.59% |
02.05.2024 | 0.36% | 5.36 CHF | 5.37 CHF | 75'500 | 75'500 | 50'771 | 50'771 | 268'759 CHF | 269'657 CHF | 99.18% | 99.18% |
30.04.2024 | 0.35% | 5.57 CHF | 5.58 CHF | 73'600 | 73'600 | 49'059 | 49'059 | 274'213 CHF | 275'083 CHF | 99.76% | 99.76% |
29.04.2024 | 0.34% | 5.53 CHF | 5.54 CHF | 73'900 | 73'900 | 49'210 | 49'210 | 274'411 CHF | 275'276 CHF | 98.84% | 98.84% |
26.04.2024 | 0.37% | 5.53 CHF | 5.54 CHF | 73'800 | 73'800 | 50'488 | 50'488 | 267'944 CHF | 268'852 CHF | 97.61% | 97.61% |
25.04.2024 | 0.40% | 5.06 CHF | 5.07 CHF | 78'700 | 78'700 | 53'357 | 53'357 | 262'251 CHF | 263'207 CHF | 97.62% | 97.62% |