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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.19% | 5.52 CHF | 5.54 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'343'660 CHF | 1'346'190 CHF | 100.00% | 100.00% |
16.05.2024 | 0.30% | 5.23 CHF | 5.24 CHF | 250'000 | 250'000 | 210'585 | 210'585 | 1'111'230 CHF | 1'113'630 CHF | 99.00% | 99.00% |
15.05.2024 | 0.39% | 5.25 CHF | 5.29 CHF | 50'000 | 50'000 | 183'459 | 183'459 | 943'754 CHF | 946'087 CHF | 97.71% | 97.71% |
14.05.2024 | 0.21% | 5.01 CHF | 5.02 CHF | 250'000 | 250'000 | 247'383 | 247'383 | 1'229'120 CHF | 1'231'610 CHF | 97.89% | 97.89% |
13.05.2024 | 0.21% | 4.90 CHF | 4.91 CHF | 250'000 | 250'000 | 246'261 | 246'261 | 1'220'450 CHF | 1'222'940 CHF | 99.93% | 99.93% |
10.05.2024 | 0.19% | 5.13 CHF | 5.14 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'299'280 CHF | 1'301'780 CHF | 98.68% | 98.68% |
08.05.2024 | 0.21% | 4.71 CHF | 4.72 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'175'100 CHF | 1'177'600 CHF | 100.00% | 100.00% |
07.05.2024 | 0.21% | 4.73 CHF | 4.74 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'183'150 CHF | 1'185'650 CHF | 99.95% | 99.95% |
06.05.2024 | 0.27% | 4.79 CHF | 4.80 CHF | 250'000 | 250'000 | 230'383 | 230'383 | 1'097'440 CHF | 1'099'900 CHF | 100.00% | 100.00% |
03.05.2024 | 0.33% | 4.53 CHF | 4.54 CHF | 250'000 | 250'000 | 214'943 | 214'943 | 986'100 CHF | 988'512 CHF | 97.03% | 97.03% |