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 | 0.29% | 5.57 CHF | 5.58 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 22'289 CHF | 22'353 CHF | 100.00% | 100.00% |
16.05.2024 | 0.30% | 5.46 CHF | 5.48 CHF | 4'000 | 4'000 | 3'931 | 3'931 | 20'825 CHF | 20'888 CHF | 100.00% | 100.00% |
15.05.2024 | 0.26% | 5.42 CHF | 5.44 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 21'906 CHF | 21'962 CHF | 100.00% | 100.00% |
14.05.2024 | 0.26% | 5.49 CHF | 5.51 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 21'257 CHF | 21'312 CHF | 100.00% | 100.00% |
13.05.2024 | 0.26% | 5.34 CHF | 5.36 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 20'926 CHF | 20'981 CHF | 100.00% | 100.00% |
10.05.2024 | 0.26% | 5.16 CHF | 5.17 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 20'384 CHF | 20'436 CHF | 100.00% | 100.00% |
08.05.2024 | 0.26% | 5.13 CHF | 5.14 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 20'353 CHF | 20'405 CHF | 100.00% | 100.00% |
07.05.2024 | 0.26% | 5.08 CHF | 5.09 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 20'433 CHF | 20'486 CHF | 100.00% | 100.00% |
06.05.2024 | 0.26% | 5.11 CHF | 5.12 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 20'292 CHF | 20'345 CHF | 100.00% | 100.00% |
03.05.2024 | 0.28% | 5.13 CHF | 5.15 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 20'187 CHF | 20'243 CHF | 100.00% | 100.00% |