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% | 5.41 CHF | 5.42 CHF | 500'000 | 500'000 | 499'643 | 499'643 | 2'696'380 CHF | 2'701'380 CHF | 100.00% | 100.00% |
15.05.2024 | 0.19% | 5.35 CHF | 5.36 CHF | 500'000 | 500'000 | 499'009 | 499'009 | 2'664'720 CHF | 2'669'720 CHF | 100.00% | 100.00% |
14.05.2024 | 0.18% | 5.36 CHF | 5.37 CHF | 500'000 | 500'000 | 499'932 | 499'932 | 2'716'010 CHF | 2'721'010 CHF | 100.00% | 100.00% |
13.05.2024 | 0.18% | 5.45 CHF | 5.46 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'719'170 CHF | 2'724'170 CHF | 100.00% | 100.00% |
10.05.2024 | 0.18% | 5.48 CHF | 5.49 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'767'560 CHF | 2'772'560 CHF | 100.00% | 100.00% |
08.05.2024 | 0.19% | 5.45 CHF | 5.46 CHF | 500'000 | 500'000 | 499'908 | 499'908 | 2'686'720 CHF | 2'691'720 CHF | 99.63% | 99.63% |
07.05.2024 | 0.18% | 5.42 CHF | 5.43 CHF | 500'000 | 500'000 | 499'715 | 499'715 | 2'716'450 CHF | 2'721'450 CHF | 100.00% | 100.00% |
06.05.2024 | 0.18% | 5.46 CHF | 5.47 CHF | 500'000 | 500'000 | 499'706 | 499'706 | 2'732'800 CHF | 2'737'800 CHF | 100.00% | 100.00% |
03.05.2024 | 0.18% | 5.45 CHF | 5.46 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'747'690 CHF | 2'752'690 CHF | 99.98% | 99.98% |
02.05.2024 | 0.18% | 5.48 CHF | 5.49 CHF | 500'000 | 500'000 | 500'000 | 500'000 | 2'773'190 CHF | 2'778'190 CHF | 99.98% | 99.98% |