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% | 5.13 CHF | 5.14 CHF | 72'000 | 72'000 | 71'951 | 71'951 | 370'194 CHF | 370'914 CHF | 100.00% | 100.00% |
15.05.2024 | 0.19% | 5.19 CHF | 5.20 CHF | 72'000 | 72'000 | 71'856 | 71'856 | 370'949 CHF | 371'669 CHF | 100.00% | 100.00% |
14.05.2024 | 0.20% | 5.11 CHF | 5.12 CHF | 72'000 | 72'000 | 72'057 | 72'057 | 364'485 CHF | 365'205 CHF | 100.00% | 100.00% |
13.05.2024 | 0.20% | 5.05 CHF | 5.06 CHF | 72'000 | 72'000 | 72'000 | 72'000 | 364'909 CHF | 365'629 CHF | 100.00% | 100.00% |
10.05.2024 | 0.20% | 4.99 CHF | 5.00 CHF | 76'000 | 76'000 | 76'000 | 76'000 | 375'143 CHF | 375'903 CHF | 100.00% | 100.00% |
08.05.2024 | 0.20% | 4.86 CHF | 4.87 CHF | 76'000 | 76'000 | 76'000 | 76'000 | 371'622 CHF | 372'382 CHF | 99.09% | 99.09% |
07.05.2024 | 0.20% | 5.03 CHF | 5.04 CHF | 76'000 | 76'000 | 73'565 | 73'565 | 371'987 CHF | 372'722 CHF | 99.94% | 99.94% |
06.05.2024 | 0.22% | 4.51 CHF | 4.52 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 357'719 CHF | 358'519 CHF | 100.00% | 100.00% |
03.05.2024 | 0.23% | 4.41 CHF | 4.42 CHF | 80'000 | 80'000 | 80'038 | 80'038 | 351'397 CHF | 352'197 CHF | 99.93% | 99.93% |
02.05.2024 | 0.23% | 4.33 CHF | 4.34 CHF | 84'000 | 84'000 | 83'485 | 83'485 | 363'449 CHF | 364'284 CHF | 99.99% | 99.99% |