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 |
---|---|---|---|---|---|---|---|---|---|---|---|
08.05.2024 | 0.17% | 5.76 CHF | 5.77 CHF | 150'000 | 100'000 | 149'184 | 99'376 | 862'297 CHF | 575'397 CHF | 99.64% | 99.64% |
07.05.2024 | 0.18% | 5.73 CHF | 5.74 CHF | 150'000 | 100'000 | 148'461 | 98'974 | 831'320 CHF | 555'204 CHF | 99.71% | 99.71% |
06.05.2024 | 0.19% | 5.46 CHF | 5.47 CHF | 150'000 | 100'000 | 148'295 | 98'863 | 802'915 CHF | 536'267 CHF | 95.99% | 95.99% |
03.05.2024 | 0.19% | 5.28 CHF | 5.29 CHF | 150'000 | 100'000 | 149'403 | 99'602 | 790'431 CHF | 527'951 CHF | 96.86% | 96.86% |
02.05.2024 | 0.19% | 5.24 CHF | 5.25 CHF | 150'000 | 100'000 | 149'116 | 99'411 | 783'513 CHF | 523'337 CHF | 99.28% | 99.28% |
30.04.2024 | 0.19% | 5.28 CHF | 5.29 CHF | 150'000 | 100'000 | 149'277 | 99'518 | 802'778 CHF | 536'181 CHF | 99.65% | 99.65% |
29.04.2024 | 0.18% | 5.46 CHF | 5.47 CHF | 150'000 | 100'000 | 148'300 | 98'867 | 813'366 CHF | 543'234 CHF | 99.61% | 99.61% |
26.04.2024 | 0.18% | 5.50 CHF | 5.51 CHF | 150'000 | 100'000 | 149'655 | 99'770 | 811'378 CHF | 541'916 CHF | 99.21% | 99.21% |
25.04.2024 | 0.19% | 5.28 CHF | 5.29 CHF | 150'000 | 100'000 | 148'223 | 98'815 | 787'870 CHF | 526'236 CHF | 97.93% | 97.93% |
24.04.2024 | 0.18% | 5.42 CHF | 5.43 CHF | 150'000 | 100'000 | 148'310 | 98'873 | 819'012 CHF | 546'998 CHF | 99.77% | 99.77% |