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 | 0.22% | 5.44 CHF | 5.45 CHF | 25'000 | 25'000 | 15'213 | 15'213 | 82'642 CHF | 82'820 CHF | 99.60% | 99.60% |
15.05.2024 | 0.22% | 5.45 CHF | 5.46 CHF | 25'000 | 25'000 | 15'214 | 15'214 | 82'843 CHF | 83'021 CHF | 99.60% | 99.60% |
14.05.2024 | 0.22% | 5.48 CHF | 5.49 CHF | 25'000 | 25'000 | 15'213 | 15'213 | 83'363 CHF | 83'541 CHF | 99.61% | 99.61% |
13.05.2024 | 0.22% | 5.38 CHF | 5.39 CHF | 25'000 | 25'000 | 15'214 | 15'214 | 81'657 CHF | 81'835 CHF | 99.56% | 99.56% |
10.05.2024 | 0.22% | 5.34 CHF | 5.35 CHF | 25'000 | 25'000 | 15'165 | 15'165 | 82'492 CHF | 82'671 CHF | 98.56% | 98.56% |
08.05.2024 | 0.23% | 5.48 CHF | 5.49 CHF | 25'000 | 25'000 | 15'213 | 15'213 | 80'905 CHF | 81'083 CHF | 99.60% | 99.60% |
07.05.2024 | 0.24% | 5.25 CHF | 5.26 CHF | 25'000 | 25'000 | 15'226 | 15'226 | 77'979 CHF | 78'157 CHF | 99.14% | 99.14% |
06.05.2024 | 0.25% | 5.01 CHF | 5.02 CHF | 25'000 | 25'000 | 21'085 | 15'213 | 102'156 CHF | 74'090 CHF | 99.60% | 99.60% |
03.05.2024 | 0.26% | 4.71 CHF | 4.72 CHF | 25'000 | 25'000 | 21'077 | 15'193 | 96'860 CHF | 70'215 CHF | 99.39% | 99.39% |
02.05.2024 | 0.27% | 4.54 CHF | 4.55 CHF | 25'000 | 25'000 | 21'074 | 15'185 | 92'889 CHF | 67'260 CHF | 99.32% | 99.32% |