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 | 0.19% | 5.23 CHF | 5.24 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 1'192'460 CHF | 398'236 CHF | 97.68% | 97.68% |
15.05.2024 | 0.19% | 5.37 CHF | 5.38 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 1'190'900 CHF | 397'718 CHF | 97.19% | 97.19% |
14.05.2024 | 0.19% | 5.27 CHF | 5.28 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 1'175'860 CHF | 392'703 CHF | 95.14% | 95.14% |
13.05.2024 | 0.19% | 5.25 CHF | 5.26 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 1'176'240 CHF | 392'830 CHF | 96.52% | 96.52% |
10.05.2024 | 0.19% | 5.21 CHF | 5.22 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 1'183'820 CHF | 395'356 CHF | 98.32% | 98.32% |
08.05.2024 | 0.20% | 4.97 CHF | 4.98 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 1'117'360 CHF | 373'205 CHF | 98.38% | 98.38% |
07.05.2024 | 0.21% | 4.87 CHF | 4.88 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 1'064'070 CHF | 355'441 CHF | 98.26% | 98.26% |
06.05.2024 | 0.22% | 4.57 CHF | 4.58 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 1'019'370 CHF | 340'541 CHF | 98.84% | 98.84% |
03.05.2024 | 0.23% | 4.35 CHF | 4.36 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 982'810 CHF | 328'353 CHF | 97.72% | 97.72% |
02.05.2024 | 0.23% | 4.27 CHF | 4.28 CHF | 225'000 | 75'000 | 225'000 | 75'000 | 965'320 CHF | 322'523 CHF | 99.16% | 99.16% |