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 | 0.61% | 4.32 CHF | 4.35 CHF | 5'900 | 5'900 | 5'894 | 5'894 | 29'149 CHF | 29'326 CHF | 100.00% | 100.00% |
15.05.2024 | 0.66% | 5.32 CHF | 5.36 CHF | 5'200 | 5'200 | 5'187 | 5'187 | 31'380 CHF | 31'588 CHF | 100.00% | 100.00% |
14.05.2024 | 0.60% | 5.62 CHF | 5.66 CHF | 4'600 | 4'600 | 4'600 | 4'600 | 30'545 CHF | 30'729 CHF | 99.78% | 99.78% |
13.05.2024 | 0.66% | 6.75 CHF | 6.79 CHF | 4'900 | 4'900 | 4'900 | 4'900 | 29'804 CHF | 30'000 CHF | 100.00% | 100.00% |
10.05.2024 | 0.61% | 5.19 CHF | 5.22 CHF | 6'400 | 6'400 | 6'400 | 6'400 | 31'447 CHF | 31'639 CHF | 100.00% | 100.00% |
08.05.2024 | 0.69% | 4.98 CHF | 5.02 CHF | 4'800 | 4'800 | 4'800 | 4'800 | 27'845 CHF | 28'037 CHF | 99.63% | 99.63% |
07.05.2024 | 0.62% | 6.49 CHF | 6.53 CHF | 4'600 | 4'600 | 4'599 | 4'599 | 29'383 CHF | 29'567 CHF | 99.83% | 99.83% |
06.05.2024 | 0.78% | 6.34 CHF | 6.38 CHF | 5'600 | 5'600 | 5'600 | 5'600 | 29'058 CHF | 29'282 CHF | 100.00% | 100.00% |
03.05.2024 | 0.69% | 5.68 CHF | 5.72 CHF | 5'600 | 5'600 | 5'600 | 5'600 | 32'437 CHF | 32'661 CHF | 100.00% | 100.00% |
02.05.2024 | 0.62% | 4.76 CHF | 4.79 CHF | 6'800 | 6'800 | 6'800 | 6'800 | 32'602 CHF | 32'806 CHF | 99.99% | 99.99% |