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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 0.18% | 5.67 CHF | 5.68 CHF | 125'000 | 125'000 | 68'727 | 68'727 | 391'107 CHF | 391'799 CHF | 100.00% | 100.00% |
22.05.2024 | 0.18% | 5.67 CHF | 5.68 CHF | 125'000 | 125'000 | 69'224 | 69'224 | 391'236 CHF | 391'930 CHF | 100.00% | 100.00% |
21.05.2024 | 0.18% | 5.60 CHF | 5.61 CHF | 130'000 | 130'000 | 71'597 | 71'597 | 398'525 CHF | 399'243 CHF | 100.00% | 100.00% |
17.05.2024 | 0.19% | 5.41 CHF | 5.42 CHF | 130'000 | 130'000 | 71'811 | 71'811 | 391'557 CHF | 392'277 CHF | 99.33% | 99.33% |
16.05.2024 | 0.19% | 5.47 CHF | 5.48 CHF | 130'000 | 130'000 | 71'555 | 71'555 | 391'170 CHF | 391'887 CHF | 100.00% | 100.00% |
15.05.2024 | 0.19% | 5.42 CHF | 5.43 CHF | 130'000 | 130'000 | 73'248 | 73'248 | 392'587 CHF | 393'322 CHF | 100.00% | 100.00% |
14.05.2024 | 0.19% | 5.31 CHF | 5.32 CHF | 135'000 | 135'000 | 74'544 | 74'544 | 394'918 CHF | 395'665 CHF | 99.87% | 99.87% |
13.05.2024 | 0.19% | 5.30 CHF | 5.31 CHF | 135'000 | 135'000 | 72'760 | 72'760 | 388'267 CHF | 388'996 CHF | 100.00% | 100.00% |
10.05.2024 | 0.19% | 5.29 CHF | 5.30 CHF | 135'000 | 135'000 | 74'558 | 74'558 | 395'109 CHF | 395'856 CHF | 100.00% | 100.00% |
08.05.2024 | 0.19% | 5.27 CHF | 5.28 CHF | 135'000 | 135'000 | 73'994 | 73'994 | 387'949 CHF | 388'690 CHF | 99.14% | 99.14% |