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 |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 0.50% | 6.03 CHF | 6.06 CHF | 12'900 | 12'900 | 12'835 | 12'835 | 77'307 CHF | 77'692 CHF | 100.00% | 100.00% |
15.05.2024 | 0.48% | 6.05 CHF | 6.08 CHF | 12'600 | 12'600 | 12'418 | 12'418 | 78'174 CHF | 78'548 CHF | 99.99% | 99.99% |
14.05.2024 | 0.48% | 6.35 CHF | 6.38 CHF | 12'700 | 12'700 | 12'881 | 12'881 | 81'049 CHF | 81'435 CHF | 99.95% | 99.95% |
13.05.2024 | 0.50% | 6.12 CHF | 6.15 CHF | 13'500 | 13'500 | 13'521 | 13'521 | 81'463 CHF | 81'868 CHF | 100.00% | 100.00% |
10.05.2024 | 0.50% | 5.80 CHF | 5.83 CHF | 13'400 | 13'400 | 13'276 | 13'276 | 79'115 CHF | 79'513 CHF | 99.99% | 99.99% |
08.05.2024 | 0.52% | 5.70 CHF | 5.73 CHF | 13'400 | 13'400 | 13'414 | 13'414 | 76'742 CHF | 77'145 CHF | 99.06% | 99.06% |
07.05.2024 | 0.51% | 5.93 CHF | 5.96 CHF | 13'800 | 13'800 | 13'740 | 13'740 | 80'688 CHF | 81'100 CHF | 97.81% | 97.81% |
06.05.2024 | 0.53% | 5.70 CHF | 5.73 CHF | 14'100 | 14'100 | 14'167 | 14'167 | 80'371 CHF | 80'796 CHF | 100.00% | 100.00% |
03.05.2024 | 0.51% | 5.49 CHF | 5.52 CHF | 15'000 | 15'000 | 14'964 | 14'964 | 81'618 CHF | 82'039 CHF | 99.93% | 99.93% |
02.05.2024 | 0.38% | 5.27 CHF | 5.29 CHF | 15'300 | 15'300 | 15'237 | 15'237 | 79'635 CHF | 79'940 CHF | 99.99% | 99.99% |