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 | 0.17% | 5.84 CHF | 5.85 CHF | 100'000 | 100'000 | 99'060 | 99'059 | 576'692 CHF | 577'677 CHF | 100.00% | 100.00% |
15.05.2024 | 0.18% | 5.77 CHF | 5.78 CHF | 100'000 | 100'000 | 99'061 | 99'060 | 569'965 CHF | 570'950 CHF | 99.92% | 99.92% |
14.05.2024 | 0.17% | 5.77 CHF | 5.78 CHF | 100'000 | 100'000 | 99'284 | 99'282 | 579'715 CHF | 580'694 CHF | 99.61% | 99.61% |
13.05.2024 | 0.17% | 5.85 CHF | 5.86 CHF | 100'000 | 100'000 | 99'061 | 99'061 | 577'142 CHF | 578'134 CHF | 100.00% | 100.00% |
10.05.2024 | 0.17% | 5.86 CHF | 5.87 CHF | 100'000 | 100'000 | 99'061 | 99'061 | 585'766 CHF | 586'757 CHF | 100.00% | 100.00% |
08.05.2024 | 0.18% | 5.82 CHF | 5.83 CHF | 100'000 | 100'000 | 99'058 | 99'058 | 568'209 CHF | 569'200 CHF | 100.00% | 100.00% |
07.05.2024 | 0.17% | 5.78 CHF | 5.79 CHF | 100'000 | 100'000 | 99'063 | 99'060 | 573'530 CHF | 574'502 CHF | 100.00% | 100.00% |
06.05.2024 | 0.17% | 5.81 CHF | 5.82 CHF | 100'000 | 100'000 | 99'060 | 99'060 | 577'226 CHF | 578'217 CHF | 99.75% | 99.75% |
03.05.2024 | 0.17% | 5.80 CHF | 5.81 CHF | 100'000 | 100'000 | 98'986 | 98'986 | 579'220 CHF | 580'211 CHF | 98.24% | 98.24% |
02.05.2024 | 0.17% | 5.85 CHF | 5.86 CHF | 100'000 | 100'000 | 98'822 | 98'822 | 585'565 CHF | 586'555 CHF | 99.83% | 99.83% |