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% | 5.62 CHF | 5.63 CHF | 69'000 | 69'000 | 68'122 | 68'122 | 381'781 CHF | 382'463 CHF | 100.00% | 100.00% |
15.05.2024 | 0.18% | 5.55 CHF | 5.56 CHF | 69'000 | 69'000 | 68'815 | 68'815 | 380'969 CHF | 381'658 CHF | 100.00% | 100.00% |
14.05.2024 | 0.18% | 5.55 CHF | 5.56 CHF | 69'000 | 69'000 | 67'634 | 67'634 | 380'148 CHF | 380'825 CHF | 97.23% | 97.23% |
13.05.2024 | 0.18% | 5.64 CHF | 5.65 CHF | 68'000 | 68'000 | 67'339 | 67'339 | 377'657 CHF | 378'331 CHF | 100.00% | 100.00% |
10.05.2024 | 0.18% | 5.65 CHF | 5.66 CHF | 68'000 | 68'000 | 66'381 | 66'381 | 378'086 CHF | 378'751 CHF | 100.00% | 100.00% |
08.05.2024 | 0.18% | 5.61 CHF | 5.62 CHF | 68'000 | 68'000 | 68'214 | 68'214 | 376'392 CHF | 377'075 CHF | 100.00% | 100.00% |
07.05.2024 | 0.18% | 5.56 CHF | 5.57 CHF | 69'000 | 69'000 | 67'652 | 67'652 | 376'912 CHF | 377'590 CHF | 100.00% | 100.00% |
06.05.2024 | 0.18% | 5.59 CHF | 5.60 CHF | 68'000 | 68'000 | 67'363 | 67'363 | 377'866 CHF | 378'540 CHF | 100.00% | 100.00% |
03.05.2024 | 0.18% | 5.58 CHF | 5.59 CHF | 68'000 | 68'000 | 67'223 | 67'223 | 378'720 CHF | 379'393 CHF | 97.40% | 97.40% |
02.05.2024 | 0.18% | 5.63 CHF | 5.64 CHF | 68'000 | 68'000 | 66'393 | 66'393 | 378'872 CHF | 379'536 CHF | 99.93% | 99.93% |