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 | 0.17% | 5.41 CHF | 5.42 CHF | 250'000 | 80'000 | 250'000 | 80'000 | 1'436'420 CHF | 460'456 CHF | 99.22% | 99.22% |
15.05.2024 | 0.18% | 5.62 CHF | 5.63 CHF | 250'000 | 80'000 | 250'000 | 80'000 | 1'362'990 CHF | 436'957 CHF | 99.15% | 99.15% |
14.05.2024 | 0.19% | 5.40 CHF | 5.41 CHF | 250'000 | 80'000 | 250'000 | 80'000 | 1'292'480 CHF | 414'394 CHF | 99.22% | 99.22% |
13.05.2024 | 0.18% | 5.33 CHF | 5.34 CHF | 250'000 | 80'000 | 250'000 | 80'000 | 1'350'650 CHF | 433'007 CHF | 98.29% | 98.29% |
10.05.2024 | 0.18% | 5.38 CHF | 5.39 CHF | 250'000 | 80'000 | 250'000 | 80'000 | 1'413'430 CHF | 453'098 CHF | 99.21% | 99.21% |
08.05.2024 | 0.18% | 5.66 CHF | 5.67 CHF | 250'000 | 80'000 | 250'000 | 80'000 | 1'410'080 CHF | 452'026 CHF | 99.14% | 99.14% |
07.05.2024 | 0.16% | 5.92 CHF | 5.93 CHF | 250'000 | 80'000 | 250'000 | 80'000 | 1'516'290 CHF | 486'014 CHF | 99.22% | 99.22% |
06.05.2024 | 0.16% | 6.12 CHF | 6.13 CHF | 250'000 | 80'000 | 250'000 | 80'000 | 1'538'660 CHF | 493'172 CHF | 99.23% | 99.23% |
03.05.2024 | 0.17% | 5.82 CHF | 5.83 CHF | 250'000 | 80'000 | 250'000 | 80'000 | 1'484'730 CHF | 475'913 CHF | 98.78% | 98.78% |
02.05.2024 | 0.17% | 5.96 CHF | 5.97 CHF | 250'000 | 80'000 | 250'000 | 80'000 | 1'441'730 CHF | 462'155 CHF | 99.19% | 99.19% |