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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.19% | 5.37 CHF | 5.38 CHF | 115'000 | 115'000 | 51'764 | 51'764 | 279'251 CHF | 279'770 CHF | 99.33% | 99.33% |
16.05.2024 | 0.19% | 5.45 CHF | 5.46 CHF | 115'000 | 115'000 | 51'373 | 51'373 | 281'684 CHF | 282'199 CHF | 99.77% | 99.77% |
15.05.2024 | 0.19% | 5.41 CHF | 5.42 CHF | 115'000 | 115'000 | 51'525 | 51'525 | 278'216 CHF | 278'733 CHF | 100.00% | 100.00% |
14.05.2024 | 0.19% | 5.38 CHF | 5.39 CHF | 115'000 | 115'000 | 53'410 | 53'410 | 282'976 CHF | 283'512 CHF | 99.50% | 99.50% |
13.05.2024 | 0.19% | 5.31 CHF | 5.32 CHF | 120'000 | 120'000 | 52'443 | 52'443 | 282'308 CHF | 282'833 CHF | 100.00% | 100.00% |
10.05.2024 | 0.19% | 5.39 CHF | 5.40 CHF | 115'000 | 115'000 | 51'588 | 51'588 | 282'088 CHF | 282'605 CHF | 100.00% | 100.00% |
08.05.2024 | 0.19% | 5.46 CHF | 5.47 CHF | 115'000 | 115'000 | 51'679 | 51'679 | 277'987 CHF | 278'505 CHF | 99.13% | 99.13% |
07.05.2024 | 0.19% | 5.32 CHF | 5.33 CHF | 120'000 | 120'000 | 53'639 | 53'639 | 282'522 CHF | 283'060 CHF | 99.85% | 99.85% |
06.05.2024 | 0.20% | 5.16 CHF | 5.17 CHF | 120'000 | 120'000 | 53'546 | 53'546 | 273'016 CHF | 273'554 CHF | 100.00% | 100.00% |
03.05.2024 | 0.21% | 5.00 CHF | 5.01 CHF | 125'000 | 125'000 | 55'822 | 55'822 | 274'863 CHF | 275'422 CHF | 99.96% | 99.96% |