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% | 5.64 CHF | 5.65 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 283'637 CHF | 284'137 CHF | 99.84% | 99.84% |
15.05.2024 | 0.18% | 5.76 CHF | 5.77 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 283'982 CHF | 284'482 CHF | 100.00% | 100.00% |
14.05.2024 | 0.18% | 5.64 CHF | 5.65 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 280'147 CHF | 280'647 CHF | 98.93% | 98.93% |
13.05.2024 | 0.18% | 5.63 CHF | 5.64 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 279'135 CHF | 279'635 CHF | 100.00% | 100.00% |
10.05.2024 | 0.18% | 5.52 CHF | 5.53 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 276'956 CHF | 277'456 CHF | 99.99% | 99.99% |
08.05.2024 | 0.19% | 5.40 CHF | 5.41 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 269'414 CHF | 269'914 CHF | 100.00% | 100.00% |
07.05.2024 | 0.19% | 5.27 CHF | 5.28 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 260'548 CHF | 261'048 CHF | 99.77% | 99.77% |
06.05.2024 | 0.19% | 5.19 CHF | 5.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 258'186 CHF | 258'686 CHF | 99.77% | 99.77% |
03.05.2024 | 0.20% | 5.11 CHF | 5.12 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 254'885 CHF | 255'385 CHF | 100.00% | 100.00% |
02.05.2024 | 0.20% | 5.12 CHF | 5.13 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 255'034 CHF | 255'534 CHF | 100.00% | 100.00% |