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 | 0.18% | 5.24 CHF | 5.25 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'082'750 CHF | 1'084'750 CHF | 100.00% | 100.00% |
15.05.2024 | 0.18% | 5.58 CHF | 5.59 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'090'230 CHF | 1'092'230 CHF | 97.34% | 97.34% |
14.05.2024 | 0.19% | 5.30 CHF | 5.31 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'050'860 CHF | 1'052'860 CHF | 91.71% | 91.71% |
13.05.2024 | 0.19% | 5.32 CHF | 5.33 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'060'860 CHF | 1'062'860 CHF | 100.00% | 100.00% |
10.05.2024 | 0.18% | 5.34 CHF | 5.35 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'082'740 CHF | 1'084'740 CHF | 99.80% | 99.80% |
08.05.2024 | 0.20% | 4.85 CHF | 4.86 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 975'550 CHF | 977'550 CHF | 100.00% | 100.00% |
07.05.2024 | 0.22% | 4.79 CHF | 4.80 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 903'634 CHF | 905'634 CHF | 100.00% | 100.00% |
06.05.2024 | 0.24% | 4.24 CHF | 4.25 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 832'335 CHF | 834'335 CHF | 100.00% | 100.00% |
03.05.2024 | 0.26% | 3.89 CHF | 3.90 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 778'492 CHF | 780'492 CHF | 91.25% | 91.25% |
02.05.2024 | 0.26% | 3.79 CHF | 3.80 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 762'537 CHF | 764'537 CHF | 100.00% | 100.00% |