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% | 5.24 CHF | 5.25 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 2'550'930 CHF | 511'187 CHF | 99.27% | 99.27% |
15.05.2024 | 0.20% | 5.18 CHF | 5.19 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 2'530'480 CHF | 507'095 CHF | 99.07% | 99.07% |
14.05.2024 | 0.20% | 5.12 CHF | 5.13 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 2'543'100 CHF | 509'619 CHF | 99.27% | 99.27% |
13.05.2024 | 0.20% | 4.96 CHF | 4.97 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 2'496'870 CHF | 500'374 CHF | 98.47% | 98.47% |
10.05.2024 | 0.20% | 5.03 CHF | 5.04 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 2'522'660 CHF | 505'532 CHF | 99.27% | 99.27% |
08.05.2024 | 0.21% | 4.80 CHF | 4.81 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 2'377'280 CHF | 476'456 CHF | 99.27% | 99.27% |
07.05.2024 | 0.21% | 4.78 CHF | 4.79 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 2'341'330 CHF | 469'266 CHF | 99.27% | 99.27% |
06.05.2024 | 0.21% | 4.68 CHF | 4.69 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 2'353'870 CHF | 471'774 CHF | 99.27% | 99.27% |
03.05.2024 | 0.22% | 4.62 CHF | 4.63 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 2'300'970 CHF | 461'193 CHF | 99.15% | 99.15% |
02.05.2024 | 0.23% | 4.29 CHF | 4.30 CHF | 500'000 | 100'000 | 500'000 | 100'000 | 2'170'430 CHF | 435'085 CHF | 99.27% | 99.27% |