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% | 5.55 CHF | 5.56 CHF | 69'000 | 69'000 | 68'114 | 68'114 | 376'830 CHF | 377'512 CHF | 100.00% | 100.00% |
15.05.2024 | 0.18% | 5.48 CHF | 5.49 CHF | 69'000 | 69'000 | 68'814 | 68'814 | 375'973 CHF | 376'662 CHF | 99.92% | 99.92% |
14.05.2024 | 0.18% | 5.48 CHF | 5.49 CHF | 69'000 | 69'000 | 67'448 | 67'448 | 374'269 CHF | 374'944 CHF | 97.60% | 97.60% |
13.05.2024 | 0.18% | 5.56 CHF | 5.57 CHF | 68'000 | 68'000 | 67'340 | 67'340 | 372'812 CHF | 373'486 CHF | 100.00% | 100.00% |
10.05.2024 | 0.18% | 5.57 CHF | 5.58 CHF | 68'000 | 68'000 | 66'380 | 66'380 | 373'293 CHF | 373'958 CHF | 100.00% | 100.00% |
08.05.2024 | 0.19% | 5.53 CHF | 5.54 CHF | 68'000 | 68'000 | 68'209 | 68'209 | 371'440 CHF | 372'123 CHF | 100.00% | 100.00% |
07.05.2024 | 0.18% | 5.49 CHF | 5.50 CHF | 68'000 | 68'000 | 67'632 | 67'632 | 371'941 CHF | 372'618 CHF | 100.00% | 100.00% |
06.05.2024 | 0.18% | 5.52 CHF | 5.53 CHF | 68'000 | 68'000 | 67'361 | 67'361 | 373'037 CHF | 373'712 CHF | 99.78% | 99.78% |
03.05.2024 | 0.18% | 5.51 CHF | 5.52 CHF | 68'000 | 68'000 | 66'773 | 66'773 | 371'399 CHF | 372'067 CHF | 97.98% | 97.98% |
02.05.2024 | 0.18% | 5.56 CHF | 5.57 CHF | 68'000 | 68'000 | 66'391 | 66'391 | 374'071 CHF | 374'735 CHF | 99.67% | 99.67% |