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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.20% | 4.94 CHF | 4.95 CHF | 180'000 | 180'000 | 80'176 | 80'176 | 398'602 CHF | 399'407 CHF | 100.00% | 100.00% |
14.05.2024 | 0.20% | 4.97 CHF | 4.98 CHF | 178'000 | 178'000 | 79'992 | 79'992 | 398'005 CHF | 398'807 CHF | 100.00% | 100.00% |
13.05.2024 | 0.20% | 5.02 CHF | 5.03 CHF | 178'000 | 178'000 | 79'243 | 79'243 | 401'053 CHF | 401'846 CHF | 100.00% | 100.00% |
10.05.2024 | 0.20% | 5.08 CHF | 5.09 CHF | 176'000 | 176'000 | 78'523 | 78'523 | 404'513 CHF | 405'300 CHF | 100.00% | 100.00% |
08.05.2024 | 0.20% | 5.10 CHF | 5.11 CHF | 176'000 | 176'000 | 77'911 | 77'911 | 397'109 CHF | 397'890 CHF | 98.97% | 98.97% |
07.05.2024 | 0.20% | 5.15 CHF | 5.16 CHF | 174'000 | 174'000 | 78'762 | 78'762 | 403'053 CHF | 403'843 CHF | 99.67% | 99.67% |
06.05.2024 | 0.20% | 5.04 CHF | 5.05 CHF | 178'000 | 178'000 | 80'098 | 80'098 | 400'669 CHF | 401'472 CHF | 100.00% | 100.00% |
03.05.2024 | 0.21% | 5.00 CHF | 5.01 CHF | 178'000 | 178'000 | 79'315 | 79'315 | 395'862 CHF | 396'657 CHF | 99.92% | 99.92% |
02.05.2024 | 0.21% | 4.88 CHF | 4.89 CHF | 180'000 | 180'000 | 81'254 | 81'254 | 393'346 CHF | 394'160 CHF | 99.96% | 99.96% |
30.04.2024 | 0.21% | 4.78 CHF | 4.79 CHF | 182'000 | 182'000 | 80'713 | 80'713 | 391'930 CHF | 392'739 CHF | 100.00% | 100.00% |