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% | 5.33 CHF | 5.34 CHF | 25'000 | 25'000 | 15'214 | 15'214 | 80'929 CHF | 81'107 CHF | 99.63% | 99.63% |
15.05.2024 | 0.23% | 5.33 CHF | 5.34 CHF | 25'000 | 25'000 | 15'216 | 15'216 | 81'133 CHF | 81'312 CHF | 99.61% | 99.61% |
14.05.2024 | 0.22% | 5.37 CHF | 5.38 CHF | 25'000 | 25'000 | 15'214 | 15'214 | 81'638 CHF | 81'816 CHF | 99.63% | 99.63% |
13.05.2024 | 0.23% | 5.27 CHF | 5.28 CHF | 25'000 | 25'000 | 15'214 | 15'214 | 79'934 CHF | 80'112 CHF | 99.62% | 99.62% |
10.05.2024 | 0.23% | 5.23 CHF | 5.24 CHF | 25'000 | 25'000 | 15'164 | 15'164 | 80'775 CHF | 80'953 CHF | 98.58% | 98.58% |
08.05.2024 | 0.23% | 5.36 CHF | 5.37 CHF | 25'000 | 25'000 | 15'214 | 15'214 | 79'174 CHF | 79'353 CHF | 99.61% | 99.61% |
07.05.2024 | 0.24% | 5.14 CHF | 5.15 CHF | 25'000 | 25'000 | 18'824 | 15'227 | 94'173 CHF | 76'433 CHF | 99.16% | 99.16% |
06.05.2024 | 0.26% | 4.90 CHF | 4.91 CHF | 25'000 | 25'000 | 21'086 | 15'214 | 99'780 CHF | 72'379 CHF | 99.63% | 99.63% |
03.05.2024 | 0.27% | 4.60 CHF | 4.61 CHF | 25'000 | 25'000 | 21'084 | 15'210 | 94'492 CHF | 68'564 CHF | 99.58% | 99.58% |
02.05.2024 | 0.28% | 4.43 CHF | 4.44 CHF | 25'000 | 25'000 | 21'085 | 15'212 | 90'541 CHF | 65'649 CHF | 99.60% | 99.60% |