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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.19% | 5.25 CHF | 5.26 CHF | 79'000 | 79'000 | 79'043 | 79'043 | 409'182 CHF | 409'974 CHF | 100.00% | 100.00% |
14.05.2024 | 0.19% | 5.19 CHF | 5.20 CHF | 79'000 | 79'000 | 78'986 | 78'986 | 411'909 CHF | 412'699 CHF | 99.97% | 99.97% |
13.05.2024 | 0.19% | 5.19 CHF | 5.20 CHF | 79'000 | 79'000 | 79'000 | 79'000 | 412'089 CHF | 412'879 CHF | 100.00% | 100.00% |
10.05.2024 | 0.19% | 5.22 CHF | 5.23 CHF | 79'000 | 79'000 | 79'155 | 79'155 | 410'228 CHF | 411'019 CHF | 100.00% | 100.00% |
08.05.2024 | 0.20% | 5.10 CHF | 5.11 CHF | 80'000 | 80'000 | 80'685 | 80'685 | 406'078 CHF | 406'885 CHF | 99.24% | 99.24% |
07.05.2024 | 0.21% | 4.92 CHF | 4.93 CHF | 82'000 | 82'000 | 81'954 | 81'954 | 398'927 CHF | 399'747 CHF | 97.36% | 97.36% |
06.05.2024 | 0.20% | 4.85 CHF | 4.86 CHF | 82'000 | 82'000 | 81'209 | 81'209 | 401'751 CHF | 402'563 CHF | 98.43% | 98.43% |
03.05.2024 | 0.20% | 4.89 CHF | 4.90 CHF | 82'000 | 82'000 | 81'657 | 81'657 | 401'732 CHF | 402'548 CHF | 99.96% | 99.96% |
02.05.2024 | 0.20% | 4.89 CHF | 4.90 CHF | 82'000 | 82'000 | 81'987 | 81'987 | 401'350 CHF | 402'170 CHF | 100.00% | 100.00% |
30.04.2024 | 0.20% | 4.95 CHF | 4.96 CHF | 81'000 | 81'000 | 80'927 | 80'927 | 403'180 CHF | 403'990 CHF | 100.00% | 100.00% |