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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 1.06% | 5.58 CHF | 5.60 CHF | 40'200 | 40'200 | 35'351 | 35'351 | 211'935 CHF | 212'741 CHF | 100.00% | 100.00% |
16.05.2024 | 1.04% | 6.30 CHF | 6.32 CHF | 41'700 | 41'700 | 36'617 | 36'617 | 227'159 CHF | 227'985 CHF | 100.00% | 100.00% |
15.05.2024 | 1.04% | 6.11 CHF | 6.13 CHF | 43'200 | 43'200 | 37'867 | 37'867 | 237'403 CHF | 238'258 CHF | 100.00% | 100.00% |
14.05.2024 | 1.03% | 6.60 CHF | 6.62 CHF | 38'100 | 38'100 | 33'498 | 33'498 | 225'007 CHF | 225'776 CHF | 99.98% | 99.98% |
13.05.2024 | 1.04% | 6.07 CHF | 6.09 CHF | 43'000 | 43'000 | 37'803 | 37'803 | 225'165 CHF | 226'017 CHF | 100.00% | 100.00% |
10.05.2024 | 1.03% | 5.94 CHF | 5.96 CHF | 43'300 | 43'300 | 38'065 | 38'065 | 233'320 CHF | 234'177 CHF | 99.99% | 99.99% |
08.05.2024 | 1.04% | 6.67 CHF | 6.69 CHF | 38'300 | 38'300 | 33'642 | 33'642 | 227'733 CHF | 228'506 CHF | 99.29% | 99.29% |
07.05.2024 | 1.03% | 6.94 CHF | 6.96 CHF | 36'800 | 36'800 | 32'343 | 32'343 | 225'506 CHF | 226'250 CHF | 100.00% | 100.00% |
06.05.2024 | 1.03% | 6.66 CHF | 6.68 CHF | 42'100 | 42'100 | 37'020 | 37'020 | 234'341 CHF | 235'180 CHF | 100.00% | 100.00% |
03.05.2024 | 1.05% | 5.98 CHF | 6.00 CHF | 47'700 | 47'700 | 41'928 | 41'928 | 240'505 CHF | 241'438 CHF | 99.98% | 99.98% |