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 | 0.28% | 5.74 CHF | 5.75 CHF | 250'000 | 250'000 | 210'585 | 210'585 | 1'217'050 CHF | 1'219'460 CHF | 99.00% | 99.00% |
15.05.2024 | 0.35% | 5.75 CHF | 5.79 CHF | 50'000 | 50'000 | 183'459 | 183'459 | 1'036'140 CHF | 1'038'470 CHF | 97.71% | 97.71% |
14.05.2024 | 0.19% | 5.51 CHF | 5.52 CHF | 250'000 | 250'000 | 247'383 | 247'383 | 1'354'970 CHF | 1'357'460 CHF | 97.89% | 97.89% |
13.05.2024 | 0.19% | 5.41 CHF | 5.42 CHF | 250'000 | 250'000 | 246'261 | 246'261 | 1'344'770 CHF | 1'347'260 CHF | 99.93% | 99.93% |
10.05.2024 | 0.18% | 5.64 CHF | 5.65 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'425'300 CHF | 1'427'800 CHF | 98.67% | 98.67% |
08.05.2024 | 0.19% | 5.22 CHF | 5.23 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'302'560 CHF | 1'305'060 CHF | 100.00% | 100.00% |
07.05.2024 | 0.19% | 5.24 CHF | 5.25 CHF | 250'000 | 250'000 | 250'000 | 250'000 | 1'310'340 CHF | 1'312'840 CHF | 99.90% | 99.90% |
06.05.2024 | 0.24% | 5.30 CHF | 5.31 CHF | 250'000 | 250'000 | 230'381 | 230'381 | 1'214'340 CHF | 1'216'790 CHF | 100.00% | 100.00% |
03.05.2024 | 0.30% | 5.03 CHF | 5.04 CHF | 250'000 | 250'000 | 215'287 | 215'287 | 1'097'010 CHF | 1'099'420 CHF | 97.05% | 97.05% |
02.05.2024 | 0.24% | 5.17 CHF | 5.18 CHF | 250'000 | 250'000 | 236'129 | 236'129 | 1'215'870 CHF | 1'218'340 CHF | 99.39% | 99.39% |