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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29.05.2024 | 0.20% | 4.92 CHF | 4.93 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 627'391 CHF | 628'641 CHF | 100.00% | 100.00% |
28.05.2024 | 0.20% | 5.10 CHF | 5.11 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 632'243 CHF | 633'493 CHF | 100.00% | 100.00% |
27.05.2024 | 0.20% | 5.12 CHF | 5.13 CHF | 125'000 | 125'000 | 123'836 | 123'836 | 615'842 CHF | 617'092 CHF | 99.49% | 99.49% |
24.05.2024 | 0.20% | 4.91 CHF | 4.92 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 621'097 CHF | 622'347 CHF | 99.18% | 99.18% |
23.05.2024 | 0.20% | 5.00 CHF | 5.01 CHF | 125'000 | 125'000 | 124'547 | 124'547 | 628'039 CHF | 629'289 CHF | 99.94% | 99.94% |
22.05.2024 | 0.18% | 5.18 CHF | 5.19 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 699'488 CHF | 700'738 CHF | 100.00% | 100.00% |
21.05.2024 | 0.16% | 6.21 CHF | 6.22 CHF | 125'000 | 125'000 | 124'851 | 124'851 | 760'983 CHF | 762'233 CHF | 100.00% | 100.00% |
17.05.2024 | 0.18% | 5.76 CHF | 5.77 CHF | 125'000 | 125'000 | 125'000 | 125'000 | 697'545 CHF | 698'795 CHF | 100.00% | 100.00% |
16.05.2024 | 0.19% | 5.16 CHF | 5.17 CHF | 125'000 | 125'000 | 124'910 | 124'910 | 668'888 CHF | 670'138 CHF | 100.00% | 100.00% |
15.05.2024 | 0.18% | 5.43 CHF | 5.44 CHF | 125'000 | 125'000 | 124'753 | 124'753 | 703'062 CHF | 704'312 CHF | 100.00% | 100.00% |