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% | 5.45 CHF | 5.46 CHF | 365'500 | 365'500 | 368'259 | 368'259 | 2'002'000 CHF | 2'005'680 CHF | 100.00% | 100.00% |
15.05.2024 | 0.19% | 5.43 CHF | 5.44 CHF | 370'700 | 370'700 | 372'409 | 372'409 | 1'999'000 CHF | 2'002'740 CHF | 99.84% | 99.84% |
14.05.2024 | 0.19% | 5.34 CHF | 5.35 CHF | 375'200 | 375'200 | 375'440 | 375'440 | 1'986'120 CHF | 1'989'870 CHF | 99.30% | 99.30% |
13.05.2024 | 0.19% | 5.28 CHF | 5.29 CHF | 375'700 | 375'700 | 376'420 | 376'420 | 1'980'830 CHF | 1'984'600 CHF | 100.00% | 100.00% |
10.05.2024 | 0.19% | 5.22 CHF | 5.23 CHF | 377'100 | 377'100 | 381'294 | 381'294 | 1'998'230 CHF | 2'002'040 CHF | 100.00% | 100.00% |
08.05.2024 | 0.19% | 5.18 CHF | 5.19 CHF | 381'700 | 381'700 | 379'768 | 379'768 | 1'966'870 CHF | 1'970'670 CHF | 98.95% | 98.95% |
07.05.2024 | 0.19% | 5.24 CHF | 5.25 CHF | 378'600 | 378'600 | 377'897 | 377'897 | 1'973'710 CHF | 1'977'490 CHF | 99.34% | 99.34% |
06.05.2024 | 0.19% | 5.23 CHF | 5.24 CHF | 377'600 | 377'600 | 379'693 | 379'693 | 1'984'290 CHF | 1'988'090 CHF | 100.00% | 100.00% |
03.05.2024 | 0.19% | 5.21 CHF | 5.22 CHF | 381'200 | 381'200 | 384'937 | 384'937 | 1'996'890 CHF | 2'000'740 CHF | 99.97% | 99.97% |
02.05.2024 | 0.20% | 5.09 CHF | 5.10 CHF | 387'400 | 387'400 | 389'974 | 389'974 | 1'986'720 CHF | 1'990'620 CHF | 100.00% | 100.00% |