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% | 5.29 CHF | 5.30 CHF | 115'000 | 115'000 | 51'526 | 51'526 | 271'930 CHF | 272'448 CHF | 100.00% | 100.00% |
14.05.2024 | 0.20% | 5.26 CHF | 5.27 CHF | 115'000 | 115'000 | 53'560 | 53'560 | 277'183 CHF | 277'720 CHF | 99.86% | 99.86% |
13.05.2024 | 0.19% | 5.19 CHF | 5.20 CHF | 120'000 | 120'000 | 52'443 | 52'443 | 275'900 CHF | 276'426 CHF | 100.00% | 100.00% |
10.05.2024 | 0.19% | 5.27 CHF | 5.28 CHF | 115'000 | 115'000 | 51'584 | 51'584 | 275'716 CHF | 276'233 CHF | 100.00% | 100.00% |
08.05.2024 | 0.19% | 5.34 CHF | 5.35 CHF | 115'000 | 115'000 | 51'681 | 51'681 | 271'664 CHF | 272'182 CHF | 99.13% | 99.13% |
07.05.2024 | 0.20% | 5.20 CHF | 5.21 CHF | 120'000 | 120'000 | 53'640 | 53'640 | 275'997 CHF | 276'535 CHF | 99.85% | 99.85% |
06.05.2024 | 0.21% | 5.03 CHF | 5.04 CHF | 120'000 | 120'000 | 53'542 | 53'542 | 266'511 CHF | 267'048 CHF | 100.00% | 100.00% |
03.05.2024 | 0.21% | 4.88 CHF | 4.89 CHF | 125'000 | 125'000 | 55'804 | 55'804 | 268'055 CHF | 268'614 CHF | 99.93% | 99.93% |
02.05.2024 | 0.21% | 4.72 CHF | 4.73 CHF | 125'000 | 125'000 | 56'366 | 56'366 | 266'141 CHF | 266'706 CHF | 99.87% | 99.87% |
30.04.2024 | 0.22% | 4.67 CHF | 4.68 CHF | 125'000 | 125'000 | 56'392 | 56'392 | 259'503 CHF | 260'068 CHF | 99.99% | 99.99% |