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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.04.2024 | 0.56% | 5.34 CHF | 5.37 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'070'930 CHF | 1'076'940 CHF | 97.61% | 97.61% |
16.04.2024 | 0.59% | 5.29 CHF | 5.32 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'068'150 CHF | 1'074'490 CHF | 99.89% | 99.89% |
15.04.2024 | 0.55% | 5.64 CHF | 5.67 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'141'240 CHF | 1'147'570 CHF | 98.44% | 98.44% |
12.04.2024 | 0.55% | 5.59 CHF | 5.62 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'158'210 CHF | 1'164'610 CHF | 99.12% | 99.12% |
11.04.2024 | 0.55% | 5.73 CHF | 5.76 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'162'340 CHF | 1'168'760 CHF | 95.73% | 95.73% |
10.04.2024 | 0.59% | 5.81 CHF | 5.86 CHF | 100'000 | 100'000 | 164'836 | 164'836 | 963'358 CHF | 968'332 CHF | 87.81% | 87.81% |
09.04.2024 | 0.55% | 5.83 CHF | 5.87 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'184'750 CHF | 1'191'300 CHF | 100.00% | 100.00% |
08.04.2024 | 0.55% | 5.94 CHF | 5.97 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'179'220 CHF | 1'185'710 CHF | 99.18% | 99.18% |
05.04.2024 | 0.58% | 5.81 CHF | 5.84 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 587'948 CHF | 591'348 CHF | 96.13% | 96.13% |
04.04.2024 | 0.54% | 6.24 CHF | 6.27 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 615'204 CHF | 618'555 CHF | 98.41% | 98.41% |