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 | 0.19% | 5.51 CHF | 5.52 CHF | 130'000 | 130'000 | 71'555 | 71'555 | 394'167 CHF | 394'885 CHF | 100.00% | 100.00% |
15.05.2024 | 0.19% | 5.46 CHF | 5.47 CHF | 130'000 | 130'000 | 73'246 | 73'246 | 395'700 CHF | 396'435 CHF | 99.99% | 99.99% |
14.05.2024 | 0.19% | 5.36 CHF | 5.37 CHF | 135'000 | 135'000 | 74'541 | 74'541 | 398'077 CHF | 398'824 CHF | 99.97% | 99.97% |
13.05.2024 | 0.19% | 5.34 CHF | 5.35 CHF | 135'000 | 135'000 | 72'760 | 72'760 | 391'356 CHF | 392'085 CHF | 100.00% | 100.00% |
10.05.2024 | 0.19% | 5.33 CHF | 5.34 CHF | 135'000 | 135'000 | 74'558 | 74'558 | 398'272 CHF | 399'019 CHF | 100.00% | 100.00% |
08.05.2024 | 0.19% | 5.31 CHF | 5.32 CHF | 135'000 | 135'000 | 73'996 | 73'996 | 391'165 CHF | 391'906 CHF | 99.15% | 99.15% |
07.05.2024 | 0.19% | 5.32 CHF | 5.33 CHF | 135'000 | 135'000 | 74'485 | 74'485 | 396'797 CHF | 397'544 CHF | 100.00% | 100.00% |
06.05.2024 | 0.19% | 5.26 CHF | 5.27 CHF | 135'000 | 135'000 | 74'546 | 74'546 | 389'912 CHF | 390'659 CHF | 100.00% | 100.00% |
03.05.2024 | 0.20% | 5.17 CHF | 5.18 CHF | 135'000 | 135'000 | 76'010 | 76'010 | 389'430 CHF | 390'191 CHF | 100.00% | 100.00% |
02.05.2024 | 0.20% | 5.08 CHF | 5.09 CHF | 140'000 | 140'000 | 76'850 | 76'850 | 390'581 CHF | 391'351 CHF | 99.99% | 99.99% |