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 | 0.20% | 5.13 CHF | 5.14 CHF | 69'000 | 69'000 | 68'121 | 68'121 | 348'145 CHF | 348'827 CHF | 100.00% | 100.00% |
15.05.2024 | 0.20% | 5.05 CHF | 5.06 CHF | 69'000 | 69'000 | 68'814 | 68'814 | 346'914 CHF | 347'603 CHF | 99.99% | 99.99% |
14.05.2024 | 0.20% | 5.05 CHF | 5.06 CHF | 69'000 | 69'000 | 67'440 | 67'440 | 345'637 CHF | 346'312 CHF | 97.61% | 97.61% |
13.05.2024 | 0.20% | 5.14 CHF | 5.15 CHF | 68'000 | 68'000 | 67'361 | 67'361 | 344'465 CHF | 345'139 CHF | 100.00% | 100.00% |
10.05.2024 | 0.19% | 5.15 CHF | 5.16 CHF | 68'000 | 68'000 | 66'373 | 66'373 | 345'150 CHF | 345'814 CHF | 100.00% | 100.00% |
08.05.2024 | 0.20% | 5.11 CHF | 5.12 CHF | 68'000 | 68'000 | 68'208 | 68'208 | 342'534 CHF | 343'217 CHF | 100.00% | 100.00% |
07.05.2024 | 0.20% | 5.06 CHF | 5.07 CHF | 69'000 | 69'000 | 67'626 | 67'626 | 343'332 CHF | 344'009 CHF | 100.00% | 100.00% |
06.05.2024 | 0.20% | 5.10 CHF | 5.11 CHF | 68'000 | 68'000 | 67'361 | 67'361 | 344'600 CHF | 345'274 CHF | 99.72% | 99.72% |
03.05.2024 | 0.20% | 5.09 CHF | 5.10 CHF | 68'000 | 68'000 | 66'807 | 66'807 | 343'309 CHF | 343'978 CHF | 98.74% | 98.74% |
02.05.2024 | 0.19% | 5.13 CHF | 5.14 CHF | 68'000 | 68'000 | 66'389 | 66'389 | 345'864 CHF | 346'529 CHF | 99.27% | 99.27% |