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% | 5.46 CHF | 5.49 CHF | 6'900 | 6'900 | 6'894 | 6'894 | 41'070 CHF | 41'277 CHF | 100.00% | 100.00% |
15.05.2024 | 0.44% | 6.25 CHF | 6.28 CHF | 6'400 | 6'400 | 6'384 | 6'384 | 43'491 CHF | 43'683 CHF | 100.00% | 100.00% |
14.05.2024 | 0.41% | 6.49 CHF | 6.52 CHF | 5'900 | 5'900 | 5'900 | 5'900 | 42'694 CHF | 42'871 CHF | 99.78% | 99.78% |
13.05.2024 | 0.44% | 7.32 CHF | 7.35 CHF | 6'200 | 6'200 | 6'200 | 6'200 | 42'287 CHF | 42'473 CHF | 100.00% | 100.00% |
10.05.2024 | 0.51% | 6.09 CHF | 6.12 CHF | 7'400 | 7'400 | 7'400 | 7'400 | 43'345 CHF | 43'567 CHF | 100.00% | 100.00% |
08.05.2024 | 0.46% | 5.90 CHF | 5.93 CHF | 6'200 | 6'200 | 6'199 | 6'199 | 40'334 CHF | 40'520 CHF | 99.63% | 99.63% |
07.05.2024 | 0.43% | 7.00 CHF | 7.03 CHF | 6'100 | 6'100 | 6'099 | 6'099 | 42'251 CHF | 42'434 CHF | 99.83% | 99.83% |
06.05.2024 | 0.50% | 6.88 CHF | 6.91 CHF | 6'800 | 6'800 | 6'800 | 6'800 | 40'793 CHF | 40'997 CHF | 100.00% | 100.00% |
03.05.2024 | 0.46% | 6.37 CHF | 6.40 CHF | 6'900 | 6'900 | 6'900 | 6'900 | 44'616 CHF | 44'823 CHF | 100.00% | 100.00% |
02.05.2024 | 0.53% | 5.65 CHF | 5.68 CHF | 7'800 | 7'800 | 7'800 | 7'800 | 44'313 CHF | 44'547 CHF | 99.99% | 99.99% |