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% | 5.76 CHF | 5.77 CHF | 100'000 | 100'000 | 99'063 | 99'062 | 568'852 CHF | 569'838 CHF | 100.00% | 100.00% |
15.05.2024 | 0.18% | 5.69 CHF | 5.70 CHF | 100'000 | 100'000 | 99'061 | 99'061 | 562'076 CHF | 563'067 CHF | 99.92% | 99.92% |
14.05.2024 | 0.17% | 5.69 CHF | 5.70 CHF | 100'000 | 100'000 | 99'412 | 99'410 | 572'553 CHF | 573'536 CHF | 99.60% | 99.60% |
13.05.2024 | 0.18% | 5.77 CHF | 5.78 CHF | 100'000 | 100'000 | 99'061 | 99'061 | 569'253 CHF | 570'245 CHF | 100.00% | 100.00% |
10.05.2024 | 0.17% | 5.78 CHF | 5.79 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 577'907 CHF | 578'898 CHF | 100.00% | 100.00% |
08.05.2024 | 0.18% | 5.74 CHF | 5.75 CHF | 100'000 | 100'000 | 99'058 | 99'058 | 560'346 CHF | 561'337 CHF | 100.00% | 100.00% |
07.05.2024 | 0.18% | 5.70 CHF | 5.71 CHF | 100'000 | 100'000 | 99'063 | 99'060 | 565'644 CHF | 566'617 CHF | 100.00% | 100.00% |
06.05.2024 | 0.18% | 5.73 CHF | 5.74 CHF | 100'000 | 100'000 | 99'061 | 99'061 | 569'377 CHF | 570'369 CHF | 99.86% | 99.86% |
03.05.2024 | 0.18% | 5.72 CHF | 5.73 CHF | 100'000 | 100'000 | 98'987 | 98'987 | 571'365 CHF | 572'356 CHF | 98.44% | 98.44% |
02.05.2024 | 0.17% | 5.77 CHF | 5.78 CHF | 100'000 | 100'000 | 98'830 | 98'830 | 577'711 CHF | 578'701 CHF | 99.83% | 99.83% |