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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29.05.2024 | 0.21% | 4.70 CHF | 4.71 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 967'500 CHF | 969'500 CHF | 100.00% | 100.00% |
28.05.2024 | 0.19% | 5.14 CHF | 5.15 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'058'890 CHF | 1'060'890 CHF | 99.98% | 99.98% |
27.05.2024 | 0.19% | 5.30 CHF | 5.31 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'051'090 CHF | 1'053'090 CHF | 100.00% | 100.00% |
24.05.2024 | 0.20% | 5.22 CHF | 5.23 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'006'920 CHF | 1'008'920 CHF | 100.00% | 100.00% |
23.05.2024 | 0.19% | 5.18 CHF | 5.19 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'047'090 CHF | 1'049'090 CHF | 99.85% | 99.85% |
22.05.2024 | 0.19% | 5.20 CHF | 5.21 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'034'560 CHF | 1'036'560 CHF | 100.00% | 100.00% |
21.05.2024 | 0.19% | 5.26 CHF | 5.27 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'037'840 CHF | 1'039'840 CHF | 100.00% | 100.00% |
17.05.2024 | 0.19% | 5.26 CHF | 5.27 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'033'380 CHF | 1'035'380 CHF | 100.00% | 100.00% |
16.05.2024 | 0.18% | 5.24 CHF | 5.25 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'082'750 CHF | 1'084'750 CHF | 100.00% | 100.00% |
15.05.2024 | 0.18% | 5.58 CHF | 5.59 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'090'230 CHF | 1'092'230 CHF | 97.34% | 97.34% |