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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.05.2024 | 0.19% | 5.49 CHF | 5.50 CHF | 100'000 | 100'000 | 99'001 | 99'001 | 535'085 CHF | 536'076 CHF | 93.98% | 93.98% |
23.05.2024 | 0.18% | 5.46 CHF | 5.47 CHF | 100'000 | 100'000 | 99'011 | 99'007 | 544'637 CHF | 545'610 CHF | 94.93% | 94.93% |
22.05.2024 | 0.18% | 5.48 CHF | 5.49 CHF | 100'000 | 100'000 | 99'041 | 99'041 | 541'450 CHF | 542'442 CHF | 98.06% | 98.06% |
21.05.2024 | 0.18% | 5.50 CHF | 5.51 CHF | 100'000 | 100'000 | 99'059 | 99'059 | 542'006 CHF | 542'998 CHF | 99.76% | 99.76% |
17.05.2024 | 0.18% | 5.50 CHF | 5.51 CHF | 100'000 | 100'000 | 99'063 | 99'057 | 540'693 CHF | 541'652 CHF | 99.64% | 99.64% |
16.05.2024 | 0.18% | 5.49 CHF | 5.50 CHF | 100'000 | 100'000 | 99'108 | 99'108 | 552'225 CHF | 553'217 CHF | 99.61% | 99.61% |
15.05.2024 | 0.18% | 5.66 CHF | 5.67 CHF | 100'000 | 100'000 | 99'061 | 99'061 | 554'026 CHF | 555'018 CHF | 99.84% | 99.84% |
14.05.2024 | 0.18% | 5.51 CHF | 5.52 CHF | 100'000 | 100'000 | 99'083 | 99'083 | 544'180 CHF | 545'172 CHF | 99.82% | 99.82% |
13.05.2024 | 0.18% | 5.52 CHF | 5.53 CHF | 100'000 | 100'000 | 99'066 | 99'059 | 546'075 CHF | 547'029 CHF | 100.00% | 100.00% |
10.05.2024 | 0.18% | 5.53 CHF | 5.54 CHF | 100'000 | 100'000 | 99'145 | 99'155 | 552'180 CHF | 553'225 CHF | 99.40% | 99.40% |