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 | 0.24% | 5.07 CHF | 5.08 CHF | 25'000 | 25'000 | 15'213 | 15'213 | 77'038 CHF | 77'216 CHF | 99.60% | 99.60% |
15.05.2024 | 0.24% | 5.08 CHF | 5.09 CHF | 25'000 | 25'000 | 15'214 | 15'214 | 77'230 CHF | 77'409 CHF | 99.60% | 99.60% |
14.05.2024 | 0.24% | 5.11 CHF | 5.12 CHF | 25'000 | 25'000 | 15'214 | 15'214 | 77'742 CHF | 77'920 CHF | 99.60% | 99.60% |
13.05.2024 | 0.24% | 5.01 CHF | 5.02 CHF | 25'000 | 25'000 | 17'213 | 15'214 | 86'018 CHF | 76'221 CHF | 99.56% | 99.56% |
10.05.2024 | 0.24% | 4.97 CHF | 4.98 CHF | 25'000 | 25'000 | 15'250 | 15'165 | 77'321 CHF | 77'075 CHF | 98.56% | 98.56% |
08.05.2024 | 0.25% | 5.11 CHF | 5.12 CHF | 25'000 | 25'000 | 21'085 | 15'213 | 103'943 CHF | 75'464 CHF | 99.60% | 99.60% |
07.05.2024 | 0.25% | 4.88 CHF | 4.89 CHF | 25'000 | 25'000 | 21'090 | 15'226 | 100'129 CHF | 72'540 CHF | 99.14% | 99.14% |
06.05.2024 | 0.27% | 4.64 CHF | 4.65 CHF | 25'000 | 25'000 | 21'085 | 15'213 | 94'399 CHF | 68'494 CHF | 99.60% | 99.60% |
03.05.2024 | 0.29% | 4.34 CHF | 4.35 CHF | 25'000 | 25'000 | 21'081 | 15'203 | 89'120 CHF | 64'667 CHF | 99.50% | 99.50% |
02.05.2024 | 0.30% | 4.17 CHF | 4.18 CHF | 25'000 | 25'000 | 21'085 | 15'214 | 85'126 CHF | 61'748 CHF | 99.60% | 99.60% |