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 | 0.19% | 5.75 CHF | 5.76 CHF | 180'000 | 180'000 | 79'060 | 79'060 | 452'835 CHF | 453'639 CHF | 97.14% | 97.14% |
15.05.2024 | 0.19% | 5.67 CHF | 5.68 CHF | 180'000 | 180'000 | 82'492 | 82'492 | 451'440 CHF | 452'269 CHF | 95.82% | 95.82% |
14.05.2024 | 0.19% | 5.34 CHF | 5.35 CHF | 190'000 | 190'000 | 83'862 | 83'862 | 444'030 CHF | 444'871 CHF | 96.54% | 96.54% |
13.05.2024 | 0.19% | 5.30 CHF | 5.31 CHF | 190'000 | 190'000 | 82'995 | 82'995 | 439'159 CHF | 439'992 CHF | 95.63% | 95.63% |
10.05.2024 | 0.19% | 5.27 CHF | 5.28 CHF | 190'000 | 190'000 | 82'663 | 82'663 | 436'755 CHF | 437'584 CHF | 96.26% | 96.26% |
08.05.2024 | 0.19% | 5.32 CHF | 5.33 CHF | 190'000 | 190'000 | 81'874 | 81'874 | 436'381 CHF | 437'203 CHF | 94.99% | 94.99% |
07.05.2024 | 0.19% | 5.33 CHF | 5.34 CHF | 190'000 | 190'000 | 82'115 | 82'115 | 439'592 CHF | 440'416 CHF | 92.33% | 92.33% |
06.05.2024 | 0.20% | 5.41 CHF | 5.42 CHF | 190'000 | 190'000 | 82'704 | 82'704 | 436'966 CHF | 437'796 CHF | 97.21% | 97.21% |
03.05.2024 | 0.21% | 5.06 CHF | 5.07 CHF | 190'000 | 190'000 | 82'149 | 82'149 | 412'368 CHF | 413'191 CHF | 92.86% | 92.86% |
02.05.2024 | 0.21% | 4.87 CHF | 4.88 CHF | 200'000 | 200'000 | 84'185 | 84'185 | 404'978 CHF | 405'823 CHF | 92.84% | 92.84% |