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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29.05.2024 | 0.39% | 5.09 CHF | 5.11 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 101'788 CHF | 102'188 CHF | 100.00% | 100.00% |
28.05.2024 | 0.39% | 5.08 CHF | 5.10 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 102'109 CHF | 102'509 CHF | 99.90% | 99.90% |
27.05.2024 | 0.40% | 5.12 CHF | 5.14 CHF | 20'000 | 20'000 | 19'821 | 19'821 | 100'517 CHF | 100'917 CHF | 99.44% | 99.44% |
24.05.2024 | 0.40% | 5.09 CHF | 5.11 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 100'294 CHF | 100'694 CHF | 100.00% | 100.00% |
23.05.2024 | 0.40% | 5.04 CHF | 5.06 CHF | 20'000 | 20'000 | 19'892 | 19'892 | 101'341 CHF | 101'741 CHF | 100.00% | 100.00% |
22.05.2024 | 0.40% | 5.01 CHF | 5.03 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 100'346 CHF | 100'746 CHF | 100.00% | 100.00% |
21.05.2024 | 0.40% | 5.03 CHF | 5.05 CHF | 20'000 | 20'000 | 19'990 | 19'990 | 99'209 CHF | 99'609 CHF | 99.59% | 99.59% |
17.05.2024 | 0.41% | 4.87 CHF | 4.89 CHF | 20'000 | 20'000 | 20'574 | 20'574 | 99'930 CHF | 100'341 CHF | 99.33% | 99.33% |
16.05.2024 | 0.41% | 4.85 CHF | 4.87 CHF | 21'000 | 21'000 | 20'852 | 20'852 | 100'875 CHF | 101'292 CHF | 100.00% | 100.00% |
15.05.2024 | 0.42% | 4.75 CHF | 4.77 CHF | 21'000 | 21'000 | 20'959 | 20'959 | 99'507 CHF | 99'927 CHF | 100.00% | 100.00% |