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 | 0.22% | 5.54 CHF | 5.55 CHF | 25'000 | 25'000 | 15'210 | 15'210 | 84'675 CHF | 84'853 CHF | 99.57% | 99.57% |
22.05.2024 | 0.21% | 5.63 CHF | 5.64 CHF | 25'000 | 25'000 | 15'255 | 15'255 | 87'074 CHF | 87'251 CHF | 98.11% | 98.11% |
21.05.2024 | 0.22% | 5.66 CHF | 5.67 CHF | 25'000 | 25'000 | 15'216 | 15'216 | 84'530 CHF | 84'707 CHF | 99.49% | 99.49% |
17.05.2024 | 0.24% | 5.16 CHF | 5.17 CHF | 25'000 | 25'000 | 15'240 | 15'213 | 77'598 CHF | 77'642 CHF | 99.60% | 99.60% |
16.05.2024 | 0.24% | 5.07 CHF | 5.08 CHF | 25'000 | 25'000 | 15'213 | 15'213 | 77'038 CHF | 77'216 CHF | 99.60% | 99.60% |
15.05.2024 | 0.24% | 5.08 CHF | 5.09 CHF | 25'000 | 25'000 | 15'214 | 15'214 | 77'230 CHF | 77'409 CHF | 99.60% | 99.60% |
14.05.2024 | 0.24% | 5.11 CHF | 5.12 CHF | 25'000 | 25'000 | 15'214 | 15'214 | 77'742 CHF | 77'920 CHF | 99.60% | 99.60% |
13.05.2024 | 0.24% | 5.01 CHF | 5.02 CHF | 25'000 | 25'000 | 17'213 | 15'214 | 86'018 CHF | 76'221 CHF | 99.56% | 99.56% |
10.05.2024 | 0.24% | 4.97 CHF | 4.98 CHF | 25'000 | 25'000 | 15'250 | 15'165 | 77'321 CHF | 77'075 CHF | 98.56% | 98.56% |
08.05.2024 | 0.25% | 5.11 CHF | 5.12 CHF | 25'000 | 25'000 | 21'085 | 15'213 | 103'943 CHF | 75'464 CHF | 99.60% | 99.60% |