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% | 5.70 CHF | 5.71 CHF | 150'000 | 150'000 | 149'888 | 149'888 | 852'769 CHF | 854'270 CHF | 100.00% | 100.00% |
15.05.2024 | 0.19% | 5.61 CHF | 5.62 CHF | 150'000 | 150'000 | 149'702 | 149'702 | 806'146 CHF | 807'646 CHF | 99.83% | 99.83% |
14.05.2024 | 0.19% | 5.23 CHF | 5.24 CHF | 150'000 | 150'000 | 149'969 | 149'969 | 780'806 CHF | 782'306 CHF | 99.88% | 99.88% |
13.05.2024 | 0.20% | 5.10 CHF | 5.11 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 765'483 CHF | 766'983 CHF | 100.00% | 100.00% |
10.05.2024 | 0.19% | 5.12 CHF | 5.13 CHF | 150'000 | 150'000 | 149'999 | 150'000 | 790'252 CHF | 791'756 CHF | 100.00% | 100.00% |
08.05.2024 | 0.21% | 4.76 CHF | 4.77 CHF | 150'000 | 150'000 | 149'967 | 149'967 | 703'983 CHF | 705'483 CHF | 99.29% | 99.29% |
07.05.2024 | 0.21% | 4.71 CHF | 4.72 CHF | 150'000 | 150'000 | 149'899 | 149'899 | 706'238 CHF | 707'738 CHF | 100.00% | 100.00% |
06.05.2024 | 0.22% | 4.68 CHF | 4.69 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 696'601 CHF | 698'101 CHF | 100.00% | 100.00% |
03.05.2024 | 0.23% | 4.27 CHF | 4.28 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 651'735 CHF | 653'235 CHF | 98.70% | 98.70% |
02.05.2024 | 0.23% | 4.43 CHF | 4.44 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 647'954 CHF | 649'454 CHF | 99.99% | 99.99% |