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% | 5.14 CHF | 5.15 CHF | 25'000 | 25'000 | 15'215 | 15'215 | 78'075 CHF | 78'253 CHF | 99.66% | 99.66% |
15.05.2024 | 0.24% | 5.15 CHF | 5.16 CHF | 25'000 | 25'000 | 15'216 | 15'216 | 78'268 CHF | 78'447 CHF | 99.66% | 99.66% |
14.05.2024 | 0.23% | 5.18 CHF | 5.19 CHF | 25'000 | 25'000 | 15'210 | 15'210 | 78'744 CHF | 78'922 CHF | 99.60% | 99.60% |
13.05.2024 | 0.24% | 5.08 CHF | 5.09 CHF | 25'000 | 25'000 | 15'215 | 15'215 | 77'069 CHF | 77'247 CHF | 99.65% | 99.65% |
10.05.2024 | 0.24% | 5.04 CHF | 5.05 CHF | 25'000 | 25'000 | 15'164 | 15'164 | 77'911 CHF | 78'089 CHF | 98.59% | 98.59% |
08.05.2024 | 0.24% | 5.17 CHF | 5.18 CHF | 25'000 | 25'000 | 21'086 | 15'215 | 105'353 CHF | 76'490 CHF | 99.66% | 99.66% |
07.05.2024 | 0.25% | 4.95 CHF | 4.96 CHF | 25'000 | 25'000 | 21'091 | 15'228 | 101'545 CHF | 73'568 CHF | 99.20% | 99.20% |
06.05.2024 | 0.27% | 4.71 CHF | 4.72 CHF | 25'000 | 25'000 | 21'086 | 15'216 | 95'815 CHF | 69'524 CHF | 99.66% | 99.66% |
03.05.2024 | 0.28% | 4.41 CHF | 4.42 CHF | 25'000 | 25'000 | 21'082 | 15'206 | 90'531 CHF | 65'694 CHF | 99.57% | 99.57% |
02.05.2024 | 0.29% | 4.24 CHF | 4.25 CHF | 25'000 | 25'000 | 21'086 | 15'215 | 86'554 CHF | 62'783 CHF | 99.66% | 99.66% |