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% | 5.17 CHF | 5.18 CHF | 500'000 | 500'000 | 499'631 | 499'631 | 2'572'670 CHF | 2'577'670 CHF | 99.99% | 99.99% |
15.05.2024 | 0.20% | 5.09 CHF | 5.10 CHF | 500'000 | 500'000 | 499'002 | 499'002 | 2'534'170 CHF | 2'539'170 CHF | 100.00% | 100.00% |
14.05.2024 | 0.19% | 5.09 CHF | 5.10 CHF | 500'000 | 500'000 | 499'878 | 499'878 | 2'581'020 CHF | 2'586'020 CHF | 99.99% | 99.99% |
13.05.2024 | 0.19% | 5.18 CHF | 5.19 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'578'820 CHF | 2'583'820 CHF | 100.00% | 100.00% |
10.05.2024 | 0.19% | 5.20 CHF | 5.21 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'623'610 CHF | 2'628'610 CHF | 100.00% | 100.00% |
08.05.2024 | 0.20% | 5.15 CHF | 5.16 CHF | 500'000 | 500'000 | 499'893 | 499'893 | 2'532'880 CHF | 2'537'880 CHF | 99.29% | 99.29% |
07.05.2024 | 0.20% | 5.11 CHF | 5.12 CHF | 500'000 | 500'000 | 499'707 | 499'707 | 2'558'970 CHF | 2'563'970 CHF | 100.00% | 100.00% |
06.05.2024 | 0.19% | 5.14 CHF | 5.15 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'579'880 CHF | 2'584'880 CHF | 100.00% | 100.00% |
03.05.2024 | 0.19% | 5.13 CHF | 5.14 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'592'900 CHF | 2'597'900 CHF | 99.94% | 99.94% |
02.05.2024 | 0.19% | 5.18 CHF | 5.19 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'627'770 CHF | 2'632'770 CHF | 100.00% | 100.00% |