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 | 0.18% | 5.76 CHF | 5.77 CHF | 115'000 | 115'000 | 51'358 | 51'358 | 297'363 CHF | 297'878 CHF | 99.78% | 99.78% |
15.05.2024 | 0.18% | 5.72 CHF | 5.73 CHF | 115'000 | 115'000 | 51'524 | 51'524 | 294'065 CHF | 294'582 CHF | 100.00% | 100.00% |
14.05.2024 | 0.18% | 5.69 CHF | 5.70 CHF | 115'000 | 115'000 | 53'388 | 53'388 | 299'307 CHF | 299'842 CHF | 99.47% | 99.47% |
13.05.2024 | 0.18% | 5.62 CHF | 5.63 CHF | 120'000 | 120'000 | 52'442 | 52'442 | 298'461 CHF | 298'986 CHF | 100.00% | 100.00% |
10.05.2024 | 0.18% | 5.70 CHF | 5.71 CHF | 115'000 | 115'000 | 51'588 | 51'588 | 297'952 CHF | 298'469 CHF | 100.00% | 100.00% |
08.05.2024 | 0.18% | 5.77 CHF | 5.78 CHF | 115'000 | 115'000 | 51'681 | 51'681 | 293'919 CHF | 294'437 CHF | 99.13% | 99.13% |
07.05.2024 | 0.18% | 5.63 CHF | 5.64 CHF | 120'000 | 120'000 | 53'638 | 53'638 | 299'030 CHF | 299'568 CHF | 99.85% | 99.85% |
06.05.2024 | 0.19% | 5.46 CHF | 5.47 CHF | 120'000 | 120'000 | 53'547 | 53'547 | 289'456 CHF | 289'994 CHF | 100.00% | 100.00% |
03.05.2024 | 0.20% | 5.31 CHF | 5.32 CHF | 125'000 | 125'000 | 55'812 | 55'812 | 291'919 CHF | 292'478 CHF | 99.94% | 99.94% |
02.05.2024 | 0.20% | 5.15 CHF | 5.16 CHF | 125'000 | 125'000 | 56'296 | 56'296 | 290'012 CHF | 290'576 CHF | 99.98% | 99.98% |