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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.05.2024 | 0.17% | 5.78 CHF | 5.79 CHF | 112'000 | 112'000 | 111'629 | 111'629 | 644'564 CHF | 645'680 CHF | 100.00% | 100.00% |
23.05.2024 | 0.17% | 5.83 CHF | 5.84 CHF | 112'000 | 112'000 | 110'597 | 110'597 | 647'149 CHF | 648'261 CHF | 99.98% | 99.98% |
22.05.2024 | 0.17% | 5.75 CHF | 5.76 CHF | 112'000 | 112'000 | 111'539 | 111'539 | 640'196 CHF | 641'312 CHF | 100.00% | 100.00% |
21.05.2024 | 0.17% | 5.77 CHF | 5.78 CHF | 112'000 | 112'000 | 111'498 | 111'498 | 641'217 CHF | 642'334 CHF | 99.99% | 99.99% |
17.05.2024 | 0.18% | 5.61 CHF | 5.62 CHF | 114'000 | 114'000 | 114'535 | 114'535 | 637'563 CHF | 638'709 CHF | 99.33% | 99.33% |
16.05.2024 | 0.18% | 5.57 CHF | 5.58 CHF | 116'000 | 116'000 | 115'054 | 115'054 | 639'922 CHF | 641'074 CHF | 100.00% | 100.00% |
15.05.2024 | 0.19% | 5.46 CHF | 5.47 CHF | 116'000 | 116'000 | 115'294 | 115'294 | 622'360 CHF | 623'515 CHF | 99.99% | 99.99% |
14.05.2024 | 0.19% | 5.39 CHF | 5.40 CHF | 116'000 | 116'000 | 115'513 | 115'513 | 623'874 CHF | 625'030 CHF | 99.99% | 99.99% |
13.05.2024 | 0.18% | 5.45 CHF | 5.46 CHF | 116'000 | 116'000 | 115'522 | 115'522 | 629'137 CHF | 630'292 CHF | 100.00% | 100.00% |
10.05.2024 | 0.18% | 5.42 CHF | 5.43 CHF | 116'000 | 116'000 | 115'522 | 115'522 | 629'219 CHF | 630'374 CHF | 99.99% | 99.99% |