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% | 5.55 CHF | 5.56 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 274'355 CHF | 274'851 CHF | 100.00% | 100.00% |
15.05.2024 | 0.18% | 5.50 CHF | 5.51 CHF | 50'000 | 50'000 | 49'533 | 49'530 | 271'683 CHF | 272'162 CHF | 100.00% | 100.00% |
14.05.2024 | 0.18% | 5.51 CHF | 5.52 CHF | 50'000 | 50'000 | 49'492 | 49'492 | 275'997 CHF | 276'493 CHF | 100.00% | 100.00% |
13.05.2024 | 0.18% | 5.60 CHF | 5.61 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 276'483 CHF | 276'979 CHF | 100.00% | 100.00% |
10.05.2024 | 0.18% | 5.63 CHF | 5.64 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 281'210 CHF | 281'705 CHF | 100.00% | 100.00% |
08.05.2024 | 0.18% | 5.60 CHF | 5.61 CHF | 50'000 | 50'000 | 49'529 | 49'529 | 273'394 CHF | 273'890 CHF | 100.00% | 100.00% |
07.05.2024 | 0.18% | 5.56 CHF | 5.57 CHF | 50'000 | 50'000 | 49'532 | 49'532 | 276'394 CHF | 276'890 CHF | 100.00% | 100.00% |
06.05.2024 | 0.18% | 5.60 CHF | 5.61 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 278'001 CHF | 278'497 CHF | 100.00% | 100.00% |
03.05.2024 | 0.18% | 5.59 CHF | 5.60 CHF | 50'000 | 50'000 | 49'940 | 49'808 | 281'567 CHF | 281'318 CHF | 97.58% | 97.58% |
02.05.2024 | 0.18% | 5.62 CHF | 5.63 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 281'806 CHF | 282'301 CHF | 99.88% | 99.88% |