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 | 0.17% | 5.77 CHF | 5.78 CHF | 250'000 | 250'000 | 249'797 | 249'797 | 1'450'490 CHF | 1'452'990 CHF | 100.00% | 100.00% |
15.05.2024 | 0.18% | 5.80 CHF | 5.81 CHF | 250'000 | 250'000 | 249'499 | 249'499 | 1'418'090 CHF | 1'420'590 CHF | 99.83% | 99.83% |
14.05.2024 | 0.18% | 5.54 CHF | 5.55 CHF | 250'000 | 250'000 | 249'950 | 249'950 | 1'376'080 CHF | 1'378'580 CHF | 99.87% | 99.87% |
13.05.2024 | 0.18% | 5.43 CHF | 5.44 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'373'000 CHF | 1'375'500 CHF | 99.45% | 99.45% |
10.05.2024 | 0.17% | 5.67 CHF | 5.68 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'433'280 CHF | 1'435'780 CHF | 100.00% | 100.00% |
08.05.2024 | 0.19% | 5.25 CHF | 5.26 CHF | 250'000 | 250'000 | 249'943 | 249'943 | 1'309'260 CHF | 1'311'760 CHF | 99.29% | 99.29% |
07.05.2024 | 0.19% | 5.27 CHF | 5.28 CHF | 250'000 | 250'000 | 249'850 | 249'850 | 1'316'430 CHF | 1'318'930 CHF | 100.00% | 100.00% |
06.05.2024 | 0.19% | 5.33 CHF | 5.34 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'325'580 CHF | 1'328'080 CHF | 100.00% | 100.00% |
03.05.2024 | 0.20% | 5.06 CHF | 5.07 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'279'030 CHF | 1'281'530 CHF | 98.18% | 98.18% |
02.05.2024 | 0.19% | 5.19 CHF | 5.20 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'293'400 CHF | 1'295'900 CHF | 99.98% | 99.98% |