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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 0.19% | 5.32 CHF | 5.33 CHF | 42'000 | 42'000 | 41'829 | 41'829 | 223'495 CHF | 223'915 CHF | 100.00% | 100.00% |
22.05.2024 | 0.19% | 5.28 CHF | 5.29 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 225'070 CHF | 225'490 CHF | 100.00% | 100.00% |
21.05.2024 | 0.19% | 5.36 CHF | 5.37 CHF | 42'000 | 42'000 | 41'962 | 41'962 | 223'933 CHF | 224'353 CHF | 99.98% | 99.98% |
17.05.2024 | 0.19% | 5.32 CHF | 5.33 CHF | 42'000 | 42'000 | 42'000 | 42'000 | 225'104 CHF | 225'524 CHF | 99.33% | 99.33% |
16.05.2024 | 0.19% | 5.32 CHF | 5.33 CHF | 42'000 | 42'000 | 41'966 | 41'966 | 222'979 CHF | 223'399 CHF | 99.99% | 99.99% |
15.05.2024 | 0.19% | 5.30 CHF | 5.31 CHF | 42'000 | 42'000 | 41'971 | 41'971 | 222'770 CHF | 223'190 CHF | 100.00% | 100.00% |
14.05.2024 | 0.19% | 5.32 CHF | 5.33 CHF | 42'000 | 42'000 | 42'882 | 42'882 | 224'321 CHF | 224'750 CHF | 99.99% | 99.99% |
13.05.2024 | 0.19% | 5.19 CHF | 5.20 CHF | 43'000 | 43'000 | 43'000 | 43'000 | 223'900 CHF | 224'330 CHF | 100.00% | 100.00% |
10.05.2024 | 0.19% | 5.20 CHF | 5.21 CHF | 43'000 | 43'000 | 42'686 | 42'686 | 224'463 CHF | 224'890 CHF | 100.00% | 100.00% |
08.05.2024 | 0.19% | 5.18 CHF | 5.19 CHF | 43'000 | 43'000 | 42'990 | 42'990 | 223'089 CHF | 223'519 CHF | 99.08% | 99.08% |