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% | 5.65 CHF | 5.66 CHF | 20'000 | 25'000 | 20'000 | 25'000 | 112'747 CHF | 141'184 CHF | 99.25% | 99.25% |
15.05.2024 | 0.18% | 5.43 CHF | 5.44 CHF | 20'000 | 25'000 | 20'000 | 25'000 | 109'101 CHF | 136'626 CHF | 97.58% | 97.58% |
14.05.2024 | 0.19% | 5.44 CHF | 5.45 CHF | 20'000 | 25'000 | 20'000 | 25'000 | 107'828 CHF | 135'035 CHF | 99.16% | 99.16% |
13.05.2024 | 0.18% | 5.47 CHF | 5.48 CHF | 20'000 | 25'000 | 20'000 | 25'000 | 110'313 CHF | 138'141 CHF | 99.38% | 99.38% |
10.05.2024 | 0.18% | 5.62 CHF | 5.63 CHF | 20'000 | 25'000 | 20'000 | 25'000 | 111'589 CHF | 139'736 CHF | 96.00% | 96.00% |
08.05.2024 | 0.20% | 5.08 CHF | 5.09 CHF | 20'000 | 25'000 | 20'000 | 25'000 | 100'391 CHF | 125'739 CHF | 99.39% | 99.39% |
07.05.2024 | 0.21% | 4.74 CHF | 4.75 CHF | 20'000 | 25'000 | 20'000 | 25'000 | 93'407 CHF | 117'009 CHF | 99.24% | 99.24% |
06.05.2024 | 0.22% | 4.62 CHF | 4.63 CHF | 20'000 | 25'000 | 20'000 | 25'000 | 90'545 CHF | 113'431 CHF | 99.22% | 99.22% |
03.05.2024 | 0.22% | 4.35 CHF | 4.36 CHF | 20'000 | 25'000 | 20'000 | 25'000 | 89'035 CHF | 111'544 CHF | 99.26% | 99.26% |
02.05.2024 | 0.22% | 4.55 CHF | 4.56 CHF | 20'000 | 25'000 | 20'000 | 25'000 | 92'193 CHF | 115'492 CHF | 99.39% | 99.39% |