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 | 0.19% | 5.36 CHF | 5.37 CHF | 250'000 | 80'000 | 250'000 | 80'000 | 1'295'860 CHF | 415'475 CHF | 99.15% | 99.15% |
14.05.2024 | 0.20% | 5.13 CHF | 5.14 CHF | 250'000 | 80'000 | 250'000 | 80'000 | 1'225'220 CHF | 392'870 CHF | 99.22% | 99.22% |
13.05.2024 | 0.19% | 5.06 CHF | 5.07 CHF | 250'000 | 80'000 | 250'000 | 80'000 | 1'283'500 CHF | 411'520 CHF | 98.37% | 98.37% |
10.05.2024 | 0.19% | 5.12 CHF | 5.13 CHF | 250'000 | 80'000 | 250'000 | 80'000 | 1'346'270 CHF | 431'606 CHF | 99.22% | 99.22% |
08.05.2024 | 0.19% | 5.39 CHF | 5.40 CHF | 250'000 | 80'000 | 250'000 | 80'000 | 1'342'750 CHF | 430'479 CHF | 99.13% | 99.13% |
07.05.2024 | 0.17% | 5.65 CHF | 5.66 CHF | 250'000 | 80'000 | 250'000 | 80'000 | 1'449'160 CHF | 464'533 CHF | 99.22% | 99.22% |
06.05.2024 | 0.17% | 5.85 CHF | 5.86 CHF | 250'000 | 80'000 | 250'000 | 80'000 | 1'471'720 CHF | 471'749 CHF | 99.21% | 99.21% |
03.05.2024 | 0.18% | 5.56 CHF | 5.57 CHF | 250'000 | 80'000 | 250'000 | 80'000 | 1'417'620 CHF | 454'438 CHF | 98.75% | 98.75% |
02.05.2024 | 0.18% | 5.69 CHF | 5.70 CHF | 250'000 | 80'000 | 250'000 | 80'000 | 1'374'280 CHF | 440'571 CHF | 99.19% | 99.19% |
30.04.2024 | 0.18% | 5.34 CHF | 5.35 CHF | 250'000 | 80'000 | 250'000 | 80'000 | 1'376'330 CHF | 441'224 CHF | 99.17% | 99.17% |