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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08.05.2024 | 0.93% | 5.35 CHF | 5.36 CHF | 10'000 | 10'000 | 6'691 | 6'691 | 36'340 CHF | 36'643 CHF | 100.00% | 100.00% |
07.05.2024 | 0.92% | 5.68 CHF | 5.69 CHF | 10'000 | 10'000 | 6'692 | 6'692 | 37'100 CHF | 37'403 CHF | 100.00% | 100.00% |
06.05.2024 | 0.94% | 5.54 CHF | 5.55 CHF | 10'000 | 10'000 | 6'693 | 6'693 | 36'258 CHF | 36'560 CHF | 99.98% | 99.98% |
03.05.2024 | 1.08% | 4.85 CHF | 4.86 CHF | 10'000 | 10'000 | 6'624 | 6'624 | 31'739 CHF | 32'044 CHF | 96.53% | 96.53% |
02.05.2024 | 1.08% | 4.62 CHF | 4.63 CHF | 10'000 | 10'000 | 6'680 | 6'680 | 31'037 CHF | 31'340 CHF | 99.65% | 99.65% |
30.04.2024 | 0.83% | 6.05 CHF | 6.06 CHF | 10'000 | 10'000 | 6'685 | 6'685 | 40'754 CHF | 41'057 CHF | 99.43% | 99.43% |
29.04.2024 | 0.86% | 6.00 CHF | 6.01 CHF | 10'000 | 10'000 | 6'687 | 6'687 | 39'409 CHF | 39'712 CHF | 99.80% | 99.80% |
26.04.2024 | 0.89% | 5.84 CHF | 5.85 CHF | 10'000 | 10'000 | 6'711 | 6'711 | 38'336 CHF | 38'640 CHF | 99.00% | 99.00% |
25.04.2024 | 0.98% | 5.35 CHF | 5.36 CHF | 10'000 | 10'000 | 6'663 | 6'663 | 34'854 CHF | 35'157 CHF | 98.93% | 98.93% |
24.04.2024 | 0.91% | 5.30 CHF | 5.31 CHF | 10'000 | 10'000 | 6'690 | 6'690 | 37'126 CHF | 37'429 CHF | 99.90% | 99.90% |