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 | 0.23% | 5.21 CHF | 5.22 CHF | 25'000 | 25'000 | 15'215 | 15'215 | 79'175 CHF | 79'353 CHF | 99.65% | 99.65% |
15.05.2024 | 0.23% | 5.22 CHF | 5.23 CHF | 25'000 | 25'000 | 15'215 | 15'215 | 79'369 CHF | 79'547 CHF | 99.64% | 99.64% |
14.05.2024 | 0.23% | 5.25 CHF | 5.26 CHF | 25'000 | 25'000 | 15'215 | 15'215 | 79'886 CHF | 80'064 CHF | 99.65% | 99.65% |
13.05.2024 | 0.23% | 5.15 CHF | 5.16 CHF | 25'000 | 25'000 | 15'215 | 15'215 | 78'182 CHF | 78'360 CHF | 99.64% | 99.64% |
10.05.2024 | 0.23% | 5.11 CHF | 5.12 CHF | 25'000 | 25'000 | 15'164 | 15'164 | 79'022 CHF | 79'200 CHF | 98.59% | 98.59% |
08.05.2024 | 0.24% | 5.25 CHF | 5.26 CHF | 25'000 | 25'000 | 15'375 | 15'215 | 78'229 CHF | 77'608 CHF | 99.65% | 99.65% |
07.05.2024 | 0.25% | 5.02 CHF | 5.03 CHF | 25'000 | 25'000 | 21'091 | 15'228 | 103'088 CHF | 74'682 CHF | 99.18% | 99.18% |
06.05.2024 | 0.26% | 4.78 CHF | 4.79 CHF | 25'000 | 25'000 | 21'086 | 15'215 | 97'350 CHF | 70'628 CHF | 99.64% | 99.64% |
03.05.2024 | 0.28% | 4.48 CHF | 4.49 CHF | 25'000 | 25'000 | 21'082 | 15'206 | 92'077 CHF | 66'807 CHF | 99.55% | 99.55% |
02.05.2024 | 0.29% | 4.31 CHF | 4.32 CHF | 25'000 | 25'000 | 21'086 | 15'215 | 88'103 CHF | 63'899 CHF | 99.64% | 99.64% |