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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 0.54% | 5.63 CHF | 5.66 CHF | 32'000 | 32'000 | 32'000 | 32'000 | 178'421 CHF | 179'381 CHF | 100.00% | 100.00% |
21.05.2024 | 0.54% | 5.48 CHF | 5.51 CHF | 32'000 | 32'000 | 31'980 | 31'980 | 178'259 CHF | 179'219 CHF | 99.04% | 99.04% |
17.05.2024 | 0.54% | 5.46 CHF | 5.49 CHF | 32'000 | 32'000 | 32'000 | 32'000 | 177'194 CHF | 178'154 CHF | 99.35% | 99.35% |
16.05.2024 | 0.53% | 5.59 CHF | 5.62 CHF | 32'000 | 32'000 | 31'976 | 31'976 | 180'001 CHF | 180'961 CHF | 100.00% | 100.00% |
15.05.2024 | 0.55% | 5.65 CHF | 5.68 CHF | 32'000 | 32'000 | 32'239 | 32'239 | 174'780 CHF | 175'749 CHF | 100.00% | 100.00% |
14.05.2024 | 0.57% | 5.20 CHF | 5.23 CHF | 33'000 | 33'000 | 32'992 | 32'992 | 173'558 CHF | 174'548 CHF | 99.99% | 99.99% |
13.05.2024 | 0.57% | 5.29 CHF | 5.32 CHF | 33'000 | 33'000 | 32'952 | 32'952 | 174'002 CHF | 174'990 CHF | 99.83% | 99.83% |
10.05.2024 | 0.56% | 5.44 CHF | 5.47 CHF | 32'000 | 32'000 | 32'458 | 32'458 | 174'107 CHF | 175'080 CHF | 100.00% | 100.00% |
08.05.2024 | 0.57% | 5.25 CHF | 5.28 CHF | 33'000 | 33'000 | 33'000 | 33'000 | 173'697 CHF | 174'687 CHF | 98.93% | 98.93% |
07.05.2024 | 0.58% | 5.20 CHF | 5.23 CHF | 33'000 | 33'000 | 32'976 | 32'976 | 171'018 CHF | 172'008 CHF | 99.88% | 99.88% |