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% | 5.28 CHF | 5.29 CHF | 250'000 | 80'000 | 250'000 | 80'000 | 1'404'930 CHF | 450'377 CHF | 99.23% | 99.23% |
15.05.2024 | 0.19% | 5.50 CHF | 5.51 CHF | 250'000 | 80'000 | 250'000 | 80'000 | 1'331'460 CHF | 426'867 CHF | 99.16% | 99.16% |
14.05.2024 | 0.20% | 5.27 CHF | 5.28 CHF | 250'000 | 80'000 | 250'000 | 80'000 | 1'261'000 CHF | 404'321 CHF | 99.22% | 99.22% |
13.05.2024 | 0.19% | 5.21 CHF | 5.22 CHF | 250'000 | 80'000 | 250'000 | 80'000 | 1'319'100 CHF | 422'911 CHF | 98.39% | 98.39% |
10.05.2024 | 0.18% | 5.26 CHF | 5.27 CHF | 250'000 | 80'000 | 250'000 | 80'000 | 1'382'010 CHF | 443'044 CHF | 99.20% | 99.20% |
08.05.2024 | 0.18% | 5.54 CHF | 5.55 CHF | 250'000 | 80'000 | 250'000 | 80'000 | 1'378'340 CHF | 441'869 CHF | 99.12% | 99.12% |
07.05.2024 | 0.17% | 5.79 CHF | 5.80 CHF | 250'000 | 80'000 | 250'000 | 80'000 | 1'484'820 CHF | 475'941 CHF | 99.22% | 99.22% |
06.05.2024 | 0.17% | 5.99 CHF | 6.00 CHF | 250'000 | 80'000 | 250'000 | 80'000 | 1'507'280 CHF | 483'130 CHF | 99.22% | 99.22% |
03.05.2024 | 0.17% | 5.70 CHF | 5.71 CHF | 250'000 | 80'000 | 250'000 | 80'000 | 1'453'120 CHF | 465'798 CHF | 98.75% | 98.75% |
02.05.2024 | 0.18% | 5.83 CHF | 5.84 CHF | 250'000 | 80'000 | 250'000 | 80'000 | 1'410'050 CHF | 452'015 CHF | 99.20% | 99.20% |