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 | 0.17% | 5.83 CHF | 5.84 CHF | 250'000 | 250'000 | 249'777 | 249'777 | 1'441'830 CHF | 1'444'330 CHF | 100.00% | 100.00% |
15.05.2024 | 0.19% | 5.57 CHF | 5.58 CHF | 250'000 | 250'000 | 249'352 | 249'352 | 1'311'450 CHF | 1'313'950 CHF | 99.90% | 99.90% |
14.05.2024 | 0.20% | 5.02 CHF | 5.03 CHF | 250'000 | 250'000 | 249'806 | 249'806 | 1'241'010 CHF | 1'243'510 CHF | 99.71% | 99.71% |
13.05.2024 | 0.20% | 4.99 CHF | 5.00 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'256'900 CHF | 1'259'400 CHF | 100.00% | 100.00% |
10.05.2024 | 0.20% | 4.89 CHF | 4.90 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'250'270 CHF | 1'252'770 CHF | 99.99% | 99.99% |
08.05.2024 | 0.22% | 4.61 CHF | 4.62 CHF | 250'000 | 250'000 | 249'962 | 249'962 | 1'145'550 CHF | 1'148'050 CHF | 99.67% | 99.67% |
07.05.2024 | 0.22% | 4.70 CHF | 4.71 CHF | 250'000 | 250'000 | 249'900 | 249'900 | 1'153'270 CHF | 1'155'770 CHF | 99.73% | 99.73% |
06.05.2024 | 0.24% | 4.31 CHF | 4.32 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'056'210 CHF | 1'058'710 CHF | 100.00% | 100.00% |
03.05.2024 | 0.27% | 3.83 CHF | 3.84 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 935'814 CHF | 938'314 CHF | 99.58% | 99.58% |
02.05.2024 | 0.30% | 3.30 CHF | 3.31 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 826'702 CHF | 829'202 CHF | 99.53% | 99.53% |