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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 0.18% | 5.73 CHF | 5.74 CHF | 182'000 | 182'000 | 81'993 | 81'993 | 466'341 CHF | 467'162 CHF | 99.99% | 99.99% |
13.05.2024 | 0.18% | 5.70 CHF | 5.71 CHF | 183'000 | 183'000 | 82'630 | 82'630 | 469'448 CHF | 470'276 CHF | 100.00% | 100.00% |
10.05.2024 | 0.18% | 5.66 CHF | 5.67 CHF | 184'000 | 184'000 | 82'308 | 82'308 | 467'482 CHF | 468'307 CHF | 100.00% | 100.00% |
08.05.2024 | 0.18% | 5.71 CHF | 5.72 CHF | 183'000 | 183'000 | 80'329 | 80'329 | 459'791 CHF | 460'596 CHF | 98.99% | 98.99% |
07.05.2024 | 0.18% | 5.72 CHF | 5.73 CHF | 183'000 | 183'000 | 81'628 | 81'628 | 468'693 CHF | 469'511 CHF | 99.57% | 99.57% |
06.05.2024 | 0.18% | 5.80 CHF | 5.81 CHF | 181'000 | 181'000 | 81'458 | 81'458 | 462'825 CHF | 463'641 CHF | 100.00% | 100.00% |
03.05.2024 | 0.19% | 5.45 CHF | 5.46 CHF | 189'000 | 189'000 | 85'485 | 85'485 | 463'344 CHF | 464'200 CHF | 99.82% | 99.82% |
02.05.2024 | 0.20% | 5.27 CHF | 5.28 CHF | 193'000 | 193'000 | 87'785 | 87'785 | 456'932 CHF | 457'811 CHF | 99.96% | 99.96% |
30.04.2024 | 0.19% | 5.48 CHF | 5.49 CHF | 188'000 | 188'000 | 84'085 | 84'085 | 463'345 CHF | 464'188 CHF | 99.98% | 99.98% |
29.04.2024 | 0.19% | 5.43 CHF | 5.44 CHF | 189'000 | 189'000 | 83'336 | 83'336 | 456'139 CHF | 456'973 CHF | 99.56% | 99.56% |