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 | 0.18% | 5.60 CHF | 5.61 CHF | 100'000 | 100'000 | 99'060 | 99'060 | 558'078 CHF | 559'064 CHF | 100.00% | 100.00% |
15.05.2024 | 0.18% | 5.62 CHF | 5.63 CHF | 100'000 | 100'000 | 99'095 | 99'095 | 546'106 CHF | 547'098 CHF | 99.80% | 99.80% |
14.05.2024 | 0.19% | 5.37 CHF | 5.38 CHF | 100'000 | 100'000 | 99'215 | 99'213 | 529'157 CHF | 530'140 CHF | 99.70% | 99.70% |
13.05.2024 | 0.19% | 5.26 CHF | 5.27 CHF | 100'000 | 100'000 | 99'061 | 99'061 | 526'986 CHF | 527'978 CHF | 100.00% | 100.00% |
10.05.2024 | 0.18% | 5.50 CHF | 5.51 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 550'783 CHF | 551'774 CHF | 100.00% | 100.00% |
08.05.2024 | 0.20% | 5.08 CHF | 5.09 CHF | 100'000 | 100'000 | 99'058 | 99'058 | 501'739 CHF | 502'731 CHF | 100.00% | 100.00% |
07.05.2024 | 0.20% | 5.10 CHF | 5.11 CHF | 100'000 | 100'000 | 99'064 | 99'061 | 504'980 CHF | 505'957 CHF | 99.98% | 99.98% |
06.05.2024 | 0.20% | 5.15 CHF | 5.16 CHF | 100'000 | 100'000 | 99'063 | 99'063 | 508'266 CHF | 509'257 CHF | 100.00% | 100.00% |
03.05.2024 | 0.20% | 4.89 CHF | 4.90 CHF | 100'000 | 100'000 | 99'236 | 99'236 | 490'565 CHF | 491'558 CHF | 97.56% | 97.56% |
02.05.2024 | 0.20% | 5.02 CHF | 5.03 CHF | 100'000 | 100'000 | 99'059 | 99'059 | 495'290 CHF | 496'281 CHF | 99.73% | 99.73% |