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% | 5.67 CHF | 5.68 CHF | 500'000 | 500'000 | 499'647 | 499'647 | 2'826'860 CHF | 2'831'860 CHF | 100.00% | 100.00% |
15.05.2024 | 0.18% | 5.61 CHF | 5.62 CHF | 500'000 | 500'000 | 499'021 | 499'021 | 2'795'340 CHF | 2'800'340 CHF | 100.00% | 100.00% |
14.05.2024 | 0.18% | 5.62 CHF | 5.63 CHF | 500'000 | 500'000 | 499'932 | 499'932 | 2'846'640 CHF | 2'851'640 CHF | 100.00% | 100.00% |
13.05.2024 | 0.18% | 5.71 CHF | 5.72 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'850'020 CHF | 2'855'020 CHF | 100.00% | 100.00% |
10.05.2024 | 0.17% | 5.74 CHF | 5.75 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'898'150 CHF | 2'903'150 CHF | 100.00% | 100.00% |
08.05.2024 | 0.18% | 5.72 CHF | 5.73 CHF | 500'000 | 500'000 | 499'908 | 499'908 | 2'818'100 CHF | 2'823'100 CHF | 99.63% | 99.63% |
07.05.2024 | 0.18% | 5.68 CHF | 5.69 CHF | 500'000 | 500'000 | 499'721 | 499'721 | 2'847'100 CHF | 2'852'100 CHF | 100.00% | 100.00% |
06.05.2024 | 0.17% | 5.72 CHF | 5.73 CHF | 500'000 | 500'000 | 499'706 | 499'706 | 2'863'040 CHF | 2'868'040 CHF | 100.00% | 100.00% |
03.05.2024 | 0.17% | 5.71 CHF | 5.72 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'878'290 CHF | 2'883'290 CHF | 99.97% | 99.97% |
02.05.2024 | 0.17% | 5.74 CHF | 5.75 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'904'530 CHF | 2'909'530 CHF | 100.00% | 100.00% |