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% | 5.89 CHF | 5.90 CHF | 100'000 | 100'000 | 99'060 | 99'060 | 586'746 CHF | 587'738 CHF | 100.00% | 100.00% |
15.05.2024 | 0.17% | 5.91 CHF | 5.92 CHF | 100'000 | 100'000 | 99'113 | 99'113 | 574'943 CHF | 575'935 CHF | 99.88% | 99.88% |
14.05.2024 | 0.18% | 5.66 CHF | 5.67 CHF | 100'000 | 100'000 | 99'094 | 99'094 | 557'322 CHF | 558'314 CHF | 99.77% | 99.77% |
13.05.2024 | 0.18% | 5.55 CHF | 5.56 CHF | 100'000 | 100'000 | 99'061 | 99'061 | 555'776 CHF | 556'768 CHF | 100.00% | 100.00% |
10.05.2024 | 0.17% | 5.78 CHF | 5.79 CHF | 100'000 | 100'000 | 99'061 | 99'061 | 579'075 CHF | 580'066 CHF | 99.98% | 99.98% |
08.05.2024 | 0.19% | 5.36 CHF | 5.37 CHF | 100'000 | 100'000 | 99'058 | 99'058 | 530'311 CHF | 531'303 CHF | 100.00% | 100.00% |
07.05.2024 | 0.19% | 5.39 CHF | 5.40 CHF | 100'000 | 100'000 | 99'064 | 99'061 | 533'710 CHF | 534'688 CHF | 99.98% | 99.98% |
06.05.2024 | 0.19% | 5.44 CHF | 5.45 CHF | 100'000 | 100'000 | 99'060 | 99'060 | 536'904 CHF | 537'895 CHF | 99.69% | 99.69% |
03.05.2024 | 0.19% | 5.17 CHF | 5.18 CHF | 100'000 | 100'000 | 99'237 | 99'237 | 518'867 CHF | 519'861 CHF | 97.54% | 97.54% |
02.05.2024 | 0.19% | 5.31 CHF | 5.32 CHF | 100'000 | 100'000 | 99'060 | 99'060 | 524'141 CHF | 525'132 CHF | 99.81% | 99.81% |