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 | 0.19% | 5.18 CHF | 5.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 260'726 CHF | 261'226 CHF | 99.82% | 99.82% |
15.05.2024 | 0.19% | 5.30 CHF | 5.31 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 261'075 CHF | 261'575 CHF | 100.00% | 100.00% |
14.05.2024 | 0.19% | 5.19 CHF | 5.20 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 257'259 CHF | 257'759 CHF | 98.95% | 98.95% |
13.05.2024 | 0.19% | 5.18 CHF | 5.19 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 256'238 CHF | 256'738 CHF | 100.00% | 100.00% |
10.05.2024 | 0.20% | 5.06 CHF | 5.07 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 254'043 CHF | 254'543 CHF | 99.97% | 99.97% |
08.05.2024 | 0.20% | 4.95 CHF | 4.96 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 246'504 CHF | 247'004 CHF | 100.00% | 100.00% |
07.05.2024 | 0.21% | 4.82 CHF | 4.83 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 237'650 CHF | 238'150 CHF | 99.80% | 99.80% |
06.05.2024 | 0.21% | 4.73 CHF | 4.74 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 235'338 CHF | 235'838 CHF | 99.77% | 99.77% |
03.05.2024 | 0.22% | 4.66 CHF | 4.67 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 231'985 CHF | 232'485 CHF | 100.00% | 100.00% |
02.05.2024 | 0.22% | 4.67 CHF | 4.68 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 232'157 CHF | 232'657 CHF | 99.99% | 99.99% |