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% | 5.49 CHF | 5.50 CHF | 10'000 | 10'000 | 9'906 | 9'906 | 54'957 CHF | 55'056 CHF | 100.00% | 100.00% |
15.05.2024 | 0.18% | 5.69 CHF | 5.70 CHF | 10'000 | 10'000 | 9'906 | 9'906 | 56'978 CHF | 57'077 CHF | 99.76% | 99.76% |
14.05.2024 | 0.18% | 5.60 CHF | 5.61 CHF | 10'000 | 10'000 | 9'939 | 9'939 | 55'725 CHF | 55'824 CHF | 99.08% | 99.08% |
13.05.2024 | 0.17% | 5.80 CHF | 5.81 CHF | 10'000 | 10'000 | 9'906 | 9'906 | 57'377 CHF | 57'476 CHF | 100.00% | 100.00% |
10.05.2024 | 0.17% | 6.00 CHF | 6.01 CHF | 10'000 | 10'000 | 9'900 | 9'900 | 58'631 CHF | 58'730 CHF | 93.49% | 99.65% |
08.05.2024 | 0.17% | 6.02 CHF | 6.03 CHF | 10'000 | 10'000 | 9'951 | 9'951 | 60'064 CHF | 60'163 CHF | 99.61% | 99.61% |
07.05.2024 | 0.16% | 6.11 CHF | 6.12 CHF | 10'000 | 10'000 | 9'887 | 9'887 | 60'717 CHF | 60'816 CHF | 99.70% | 99.70% |
06.05.2024 | 0.17% | 6.13 CHF | 6.14 CHF | 10'000 | 10'000 | 9'872 | 9'872 | 59'830 CHF | 59'929 CHF | 99.68% | 99.68% |
03.05.2024 | 0.17% | 6.02 CHF | 6.03 CHF | 10'000 | 10'000 | 9'943 | 9'943 | 57'953 CHF | 58'053 CHF | 95.32% | 95.99% |
02.05.2024 | 0.16% | 6.32 CHF | 6.33 CHF | 10'000 | 10'000 | 9'975 | 9'975 | 62'926 CHF | 63'026 CHF | 98.53% | 98.53% |