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 | 0.20% | 5.23 CHF | 5.24 CHF | 130'000 | 130'000 | 71'556 | 71'556 | 374'039 CHF | 374'757 CHF | 100.00% | 100.00% |
15.05.2024 | 0.20% | 5.18 CHF | 5.19 CHF | 130'000 | 130'000 | 73'249 | 73'249 | 375'027 CHF | 375'762 CHF | 100.00% | 100.00% |
14.05.2024 | 0.20% | 5.07 CHF | 5.08 CHF | 135'000 | 135'000 | 74'544 | 74'544 | 376'994 CHF | 377'742 CHF | 99.87% | 99.87% |
13.05.2024 | 0.20% | 5.06 CHF | 5.07 CHF | 135'000 | 135'000 | 72'759 | 72'759 | 370'790 CHF | 371'519 CHF | 100.00% | 100.00% |
10.05.2024 | 0.20% | 5.05 CHF | 5.06 CHF | 135'000 | 135'000 | 74'558 | 74'558 | 377'202 CHF | 377'949 CHF | 100.00% | 100.00% |
08.05.2024 | 0.20% | 5.03 CHF | 5.04 CHF | 135'000 | 135'000 | 73'996 | 73'996 | 370'169 CHF | 370'910 CHF | 99.15% | 99.15% |
07.05.2024 | 0.20% | 5.04 CHF | 5.05 CHF | 135'000 | 135'000 | 74'484 | 74'484 | 375'749 CHF | 376'496 CHF | 100.00% | 100.00% |
06.05.2024 | 0.21% | 4.98 CHF | 4.99 CHF | 135'000 | 135'000 | 74'546 | 74'546 | 368'900 CHF | 369'647 CHF | 100.00% | 100.00% |
03.05.2024 | 0.21% | 4.89 CHF | 4.90 CHF | 135'000 | 135'000 | 75'999 | 75'999 | 367'919 CHF | 368'681 CHF | 99.98% | 99.98% |
02.05.2024 | 0.21% | 4.80 CHF | 4.81 CHF | 140'000 | 140'000 | 76'850 | 76'850 | 368'685 CHF | 369'455 CHF | 99.98% | 99.98% |