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 | 0.19% | 5.37 CHF | 5.38 CHF | 60'000 | 60'000 | 59'957 | 59'957 | 322'335 CHF | 322'935 CHF | 100.00% | 100.00% |
15.05.2024 | 0.19% | 5.34 CHF | 5.35 CHF | 60'000 | 60'000 | 59'881 | 59'881 | 321'374 CHF | 321'974 CHF | 100.00% | 100.00% |
14.05.2024 | 0.19% | 5.35 CHF | 5.36 CHF | 60'000 | 60'000 | 59'986 | 59'986 | 318'378 CHF | 318'978 CHF | 100.00% | 100.00% |
13.05.2024 | 0.19% | 5.39 CHF | 5.40 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 323'109 CHF | 323'709 CHF | 100.00% | 100.00% |
10.05.2024 | 0.19% | 5.37 CHF | 5.38 CHF | 60'000 | 60'000 | 60'000 | 60'000 | 323'332 CHF | 323'932 CHF | 100.00% | 100.00% |
08.05.2024 | 0.19% | 5.29 CHF | 5.30 CHF | 60'000 | 60'000 | 59'990 | 59'990 | 317'279 CHF | 317'879 CHF | 99.09% | 99.09% |
07.05.2024 | 0.19% | 5.18 CHF | 5.19 CHF | 65'000 | 65'000 | 64'969 | 64'969 | 335'208 CHF | 335'858 CHF | 99.94% | 99.94% |
06.05.2024 | 0.20% | 5.07 CHF | 5.08 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 328'303 CHF | 328'953 CHF | 100.00% | 100.00% |
03.05.2024 | 0.20% | 4.89 CHF | 4.90 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 319'828 CHF | 320'478 CHF | 98.91% | 98.91% |
02.05.2024 | 0.20% | 5.03 CHF | 5.04 CHF | 65'000 | 65'000 | 65'000 | 65'000 | 328'503 CHF | 329'153 CHF | 100.00% | 100.00% |