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 | 0.20% | 5.02 CHF | 5.03 CHF | 21'100 | 21'100 | 21'081 | 21'081 | 104'468 CHF | 104'679 CHF | 99.94% | 99.94% |
15.05.2024 | 0.21% | 5.03 CHF | 5.04 CHF | 20'900 | 20'900 | 20'964 | 20'964 | 101'441 CHF | 101'651 CHF | 100.00% | 100.00% |
14.05.2024 | 0.20% | 5.02 CHF | 5.03 CHF | 21'600 | 21'600 | 21'599 | 21'599 | 108'037 CHF | 108'253 CHF | 99.97% | 99.97% |
13.05.2024 | 0.20% | 4.90 CHF | 4.91 CHF | 21'100 | 21'100 | 21'100 | 21'100 | 104'526 CHF | 104'737 CHF | 100.00% | 100.00% |
10.05.2024 | 0.19% | 4.99 CHF | 5.00 CHF | 21'000 | 21'000 | 20'949 | 20'949 | 107'747 CHF | 107'957 CHF | 99.99% | 99.99% |
08.05.2024 | 0.19% | 5.11 CHF | 5.12 CHF | 21'000 | 21'000 | 20'995 | 20'995 | 107'610 CHF | 107'820 CHF | 99.24% | 99.24% |
07.05.2024 | 0.20% | 5.08 CHF | 5.09 CHF | 21'600 | 21'600 | 21'647 | 21'647 | 106'279 CHF | 106'495 CHF | 97.61% | 97.61% |
06.05.2024 | 0.21% | 4.86 CHF | 4.87 CHF | 21'600 | 21'600 | 21'800 | 21'800 | 106'082 CHF | 106'300 CHF | 100.00% | 100.00% |
03.05.2024 | 0.20% | 4.88 CHF | 4.89 CHF | 22'800 | 22'800 | 22'896 | 22'896 | 112'741 CHF | 112'970 CHF | 99.92% | 99.92% |
02.05.2024 | 0.21% | 4.59 CHF | 4.60 CHF | 22'500 | 22'500 | 22'506 | 22'506 | 105'484 CHF | 105'709 CHF | 99.99% | 99.99% |