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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 0.17% | 6.32 CHF | 6.33 CHF | 125'000 | 125'000 | 124'977 | 124'977 | 748'486 CHF | 749'736 CHF | 99.98% | 99.98% |
13.05.2024 | 0.18% | 5.55 CHF | 5.56 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 687'617 CHF | 688'868 CHF | 100.00% | 100.00% |
10.05.2024 | 0.19% | 5.22 CHF | 5.23 CHF | 125'000 | 125'000 | 124'996 | 124'997 | 673'872 CHF | 675'126 CHF | 99.61% | 99.61% |
08.05.2024 | 0.21% | 4.86 CHF | 4.87 CHF | 125'000 | 125'000 | 124'969 | 124'969 | 607'448 CHF | 608'698 CHF | 99.29% | 99.29% |
07.05.2024 | 0.20% | 5.14 CHF | 5.15 CHF | 125'000 | 125'000 | 124'920 | 124'920 | 629'544 CHF | 630'794 CHF | 100.00% | 100.00% |
06.05.2024 | 0.19% | 5.14 CHF | 5.15 CHF | 125'000 | 125'000 | 125'000 | 124'992 | 644'850 CHF | 646'057 CHF | 100.00% | 100.00% |
03.05.2024 | 0.21% | 4.84 CHF | 4.85 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 606'446 CHF | 607'696 CHF | 99.96% | 99.96% |
02.05.2024 | 0.21% | 4.70 CHF | 4.71 CHF | 125'000 | 125'000 | 124'995 | 125'000 | 601'766 CHF | 603'038 CHF | 99.97% | 99.97% |
30.04.2024 | 0.19% | 5.09 CHF | 5.10 CHF | 125'000 | 125'000 | 124'904 | 124'904 | 647'624 CHF | 648'874 CHF | 99.98% | 99.98% |
29.04.2024 | 0.19% | 5.23 CHF | 5.24 CHF | 125'000 | 125'000 | 124'985 | 124'987 | 647'986 CHF | 649'245 CHF | 99.99% | 99.99% |