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 | 0.17% | 5.64 CHF | 5.65 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'160'940 CHF | 1'162'940 CHF | 100.00% | 100.00% |
15.05.2024 | 0.17% | 5.97 CHF | 5.98 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'168'330 CHF | 1'170'330 CHF | 97.32% | 97.32% |
14.05.2024 | 0.18% | 5.69 CHF | 5.70 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'128'900 CHF | 1'130'900 CHF | 91.69% | 91.69% |
13.05.2024 | 0.18% | 5.71 CHF | 5.72 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'138'740 CHF | 1'140'740 CHF | 100.00% | 100.00% |
10.05.2024 | 0.17% | 5.73 CHF | 5.74 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'160'560 CHF | 1'162'560 CHF | 99.80% | 99.80% |
08.05.2024 | 0.19% | 5.23 CHF | 5.24 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'053'310 CHF | 1'055'310 CHF | 100.00% | 100.00% |
07.05.2024 | 0.20% | 5.17 CHF | 5.18 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 981'405 CHF | 983'405 CHF | 100.00% | 100.00% |
06.05.2024 | 0.22% | 4.63 CHF | 4.64 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 909'980 CHF | 911'980 CHF | 100.00% | 100.00% |
03.05.2024 | 0.23% | 4.28 CHF | 4.29 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 856'189 CHF | 858'189 CHF | 91.25% | 91.25% |
02.05.2024 | 0.24% | 4.18 CHF | 4.19 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 840'397 CHF | 842'397 CHF | 100.00% | 100.00% |