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% | 5.61 CHF | 5.62 CHF | 10'000 | 5'000 | 10'000 | 3'043 | 57'089 CHF | 17'433 CHF | 99.67% | 99.67% |
15.05.2024 | 0.18% | 5.72 CHF | 5.73 CHF | 10'000 | 5'000 | 10'000 | 3'055 | 54'111 CHF | 16'742 CHF | 97.60% | 97.60% |
14.05.2024 | 0.17% | 5.29 CHF | 5.30 CHF | 10'000 | 5'000 | 10'000 | 3'049 | 58'382 CHF | 17'666 CHF | 98.68% | 98.68% |
13.05.2024 | 0.16% | 5.83 CHF | 5.84 CHF | 10'000 | 5'000 | 10'000 | 3'044 | 61'028 CHF | 18'452 CHF | 99.56% | 99.56% |
10.05.2024 | 0.17% | 6.26 CHF | 6.27 CHF | 10'000 | 5'000 | 10'000 | 3'033 | 58'863 CHF | 18'010 CHF | 98.60% | 98.60% |
08.05.2024 | 0.18% | 5.73 CHF | 5.74 CHF | 10'000 | 5'000 | 10'000 | 3'043 | 56'811 CHF | 17'390 CHF | 99.68% | 99.68% |
07.05.2024 | 0.20% | 5.17 CHF | 5.18 CHF | 10'000 | 5'000 | 12'851 | 3'044 | 64'376 CHF | 15'529 CHF | 99.61% | 99.61% |
06.05.2024 | 0.20% | 4.98 CHF | 4.99 CHF | 20'000 | 5'000 | 18'626 | 3'043 | 91'213 CHF | 14'876 CHF | 99.67% | 99.67% |
03.05.2024 | 0.19% | 5.31 CHF | 5.32 CHF | 10'000 | 5'000 | 11'293 | 3'042 | 58'158 CHF | 15'717 CHF | 99.59% | 99.59% |
02.05.2024 | 0.20% | 5.30 CHF | 5.31 CHF | 10'000 | 5'000 | 16'350 | 3'045 | 81'412 CHF | 15'505 CHF | 99.22% | 99.22% |