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% | 5.52 CHF | 5.53 CHF | 42'000 | 42'000 | 41'967 | 41'967 | 231'710 CHF | 232'130 CHF | 100.00% | 100.00% |
15.05.2024 | 0.18% | 5.51 CHF | 5.52 CHF | 42'000 | 42'000 | 41'973 | 41'973 | 231'501 CHF | 231'922 CHF | 99.99% | 99.99% |
14.05.2024 | 0.18% | 5.53 CHF | 5.54 CHF | 42'000 | 42'000 | 42'883 | 42'883 | 233'242 CHF | 233'670 CHF | 100.00% | 100.00% |
13.05.2024 | 0.18% | 5.40 CHF | 5.41 CHF | 43'000 | 43'000 | 43'000 | 43'000 | 232'824 CHF | 233'254 CHF | 100.00% | 100.00% |
10.05.2024 | 0.18% | 5.40 CHF | 5.41 CHF | 43'000 | 43'000 | 42'686 | 42'686 | 233'308 CHF | 233'735 CHF | 100.00% | 100.00% |
08.05.2024 | 0.19% | 5.39 CHF | 5.40 CHF | 43'000 | 43'000 | 42'990 | 42'990 | 231'996 CHF | 232'426 CHF | 99.09% | 99.09% |
07.05.2024 | 0.19% | 5.41 CHF | 5.42 CHF | 43'000 | 43'000 | 42'959 | 42'959 | 231'789 CHF | 232'219 CHF | 100.00% | 100.00% |
06.05.2024 | 0.19% | 5.18 CHF | 5.19 CHF | 44'000 | 44'000 | 44'940 | 44'940 | 230'332 CHF | 230'781 CHF | 100.00% | 100.00% |
03.05.2024 | 0.20% | 5.04 CHF | 5.05 CHF | 45'000 | 45'000 | 44'864 | 44'864 | 229'335 CHF | 229'783 CHF | 99.97% | 99.97% |
02.05.2024 | 0.19% | 5.21 CHF | 5.22 CHF | 44'000 | 44'000 | 44'152 | 44'152 | 229'073 CHF | 229'514 CHF | 100.00% | 100.00% |