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% | 5.80 CHF | 5.81 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 2'828'020 CHF | 566'604 CHF | 99.27% | 99.27% |
15.05.2024 | 0.18% | 5.74 CHF | 5.75 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 2'807'770 CHF | 562'554 CHF | 99.07% | 99.07% |
14.05.2024 | 0.18% | 5.67 CHF | 5.68 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 2'820'290 CHF | 565'058 CHF | 99.26% | 99.26% |
13.05.2024 | 0.18% | 5.52 CHF | 5.53 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 2'774'290 CHF | 555'857 CHF | 98.47% | 98.47% |
10.05.2024 | 0.18% | 5.58 CHF | 5.59 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 2'799'790 CHF | 560'958 CHF | 99.27% | 99.27% |
08.05.2024 | 0.19% | 5.35 CHF | 5.36 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 2'654'550 CHF | 531'910 CHF | 99.27% | 99.27% |
07.05.2024 | 0.19% | 5.33 CHF | 5.34 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 2'618'700 CHF | 524'741 CHF | 99.27% | 99.27% |
06.05.2024 | 0.19% | 5.23 CHF | 5.24 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 2'630'850 CHF | 527'170 CHF | 99.27% | 99.27% |
03.05.2024 | 0.19% | 5.18 CHF | 5.19 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 2'577'840 CHF | 516'568 CHF | 99.14% | 99.14% |
02.05.2024 | 0.20% | 4.84 CHF | 4.85 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 2'447'510 CHF | 490'502 CHF | 99.26% | 99.26% |