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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 0.98% | 5.49 CHF | 5.52 CHF | 50'000 | 50'000 | 18'684 | 18'684 | 102'513 CHF | 103'308 CHF | 99.60% | 99.60% |
13.05.2024 | 1.01% | 5.29 CHF | 5.32 CHF | 50'000 | 50'000 | 18'685 | 18'685 | 98'271 CHF | 99'066 CHF | 99.61% | 99.61% |
10.05.2024 | 0.99% | 5.22 CHF | 5.25 CHF | 50'000 | 50'000 | 18'526 | 18'526 | 100'286 CHF | 101'078 CHF | 98.57% | 98.57% |
08.05.2024 | 1.05% | 5.46 CHF | 5.49 CHF | 50'000 | 50'000 | 18'684 | 18'684 | 97'997 CHF | 98'792 CHF | 99.62% | 99.62% |
07.05.2024 | 1.11% | 5.06 CHF | 5.09 CHF | 50'000 | 50'000 | 18'726 | 18'726 | 90'576 CHF | 91'373 CHF | 99.16% | 99.16% |
06.05.2024 | 1.23% | 4.65 CHF | 4.68 CHF | 50'000 | 50'000 | 18'685 | 18'685 | 83'020 CHF | 83'816 CHF | 99.62% | 99.62% |
03.05.2024 | 1.35% | 4.17 CHF | 4.20 CHF | 50'000 | 50'000 | 18'721 | 18'721 | 75'875 CHF | 76'671 CHF | 98.95% | 98.95% |
02.05.2024 | 1.45% | 3.89 CHF | 3.92 CHF | 50'000 | 50'000 | 18'595 | 18'595 | 69'449 CHF | 70'243 CHF | 99.34% | 99.34% |
30.04.2024 | 1.41% | 3.64 CHF | 3.67 CHF | 50'000 | 50'000 | 18'671 | 18'671 | 69'952 CHF | 70'748 CHF | 99.55% | 99.55% |
29.04.2024 | 1.40% | 3.76 CHF | 3.79 CHF | 50'000 | 50'000 | 18'690 | 18'690 | 70'490 CHF | 71'286 CHF | 98.91% | 98.91% |