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 | 0.18% | 5.43 CHF | 5.44 CHF | 72'000 | 72'000 | 71'951 | 71'951 | 391'598 CHF | 392'318 CHF | 100.00% | 100.00% |
15.05.2024 | 0.18% | 5.49 CHF | 5.50 CHF | 72'000 | 72'000 | 71'859 | 71'859 | 392'328 CHF | 393'048 CHF | 100.00% | 100.00% |
14.05.2024 | 0.19% | 5.41 CHF | 5.42 CHF | 72'000 | 72'000 | 72'057 | 72'057 | 385'925 CHF | 386'646 CHF | 99.99% | 99.99% |
13.05.2024 | 0.19% | 5.35 CHF | 5.36 CHF | 72'000 | 72'000 | 72'000 | 72'000 | 386'320 CHF | 387'040 CHF | 100.00% | 100.00% |
10.05.2024 | 0.19% | 5.29 CHF | 5.30 CHF | 76'000 | 76'000 | 76'000 | 76'000 | 397'738 CHF | 398'498 CHF | 100.00% | 100.00% |
08.05.2024 | 0.19% | 5.16 CHF | 5.17 CHF | 76'000 | 76'000 | 76'000 | 76'000 | 394'220 CHF | 394'980 CHF | 99.09% | 99.09% |
07.05.2024 | 0.19% | 5.32 CHF | 5.33 CHF | 76'000 | 76'000 | 73'555 | 73'555 | 393'827 CHF | 394'563 CHF | 99.94% | 99.94% |
06.05.2024 | 0.21% | 4.80 CHF | 4.81 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 381'503 CHF | 382'303 CHF | 100.00% | 100.00% |
03.05.2024 | 0.21% | 4.71 CHF | 4.72 CHF | 80'000 | 80'000 | 80'038 | 80'038 | 375'199 CHF | 376'000 CHF | 99.98% | 99.98% |
02.05.2024 | 0.21% | 4.63 CHF | 4.64 CHF | 84'000 | 84'000 | 83'485 | 83'485 | 388'278 CHF | 389'113 CHF | 100.00% | 100.00% |