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 | 0.17% | 5.85 CHF | 5.86 CHF | 184'000 | 184'000 | 82'308 | 82'308 | 482'669 CHF | 483'493 CHF | 100.00% | 100.00% |
08.05.2024 | 0.17% | 5.90 CHF | 5.91 CHF | 183'000 | 183'000 | 80'329 | 80'329 | 474'604 CHF | 475'409 CHF | 98.99% | 98.99% |
07.05.2024 | 0.17% | 5.90 CHF | 5.91 CHF | 183'000 | 183'000 | 81'625 | 81'625 | 483'725 CHF | 484'543 CHF | 99.57% | 99.57% |
06.05.2024 | 0.18% | 5.99 CHF | 6.00 CHF | 181'000 | 181'000 | 81'457 | 81'457 | 477'786 CHF | 478'602 CHF | 100.00% | 100.00% |
03.05.2024 | 0.18% | 5.63 CHF | 5.64 CHF | 189'000 | 189'000 | 85'484 | 85'484 | 479'060 CHF | 479'916 CHF | 99.82% | 99.82% |
02.05.2024 | 0.19% | 5.45 CHF | 5.46 CHF | 193'000 | 193'000 | 87'772 | 87'772 | 473'090 CHF | 473'969 CHF | 99.98% | 99.98% |
30.04.2024 | 0.18% | 5.66 CHF | 5.67 CHF | 188'000 | 188'000 | 84'102 | 84'102 | 479'002 CHF | 479'844 CHF | 100.00% | 100.00% |
29.04.2024 | 0.18% | 5.62 CHF | 5.63 CHF | 189'000 | 189'000 | 83'336 | 83'336 | 471'528 CHF | 472'362 CHF | 99.56% | 99.56% |
26.04.2024 | 0.19% | 5.62 CHF | 5.63 CHF | 189'000 | 189'000 | 87'360 | 87'360 | 475'155 CHF | 476'030 CHF | 99.50% | 99.50% |
25.04.2024 | 0.20% | 5.15 CHF | 5.16 CHF | 200'000 | 200'000 | 90'604 | 90'604 | 456'212 CHF | 457'120 CHF | 98.25% | 98.25% |