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 | 0.30% | 5.86 CHF | 5.88 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 59'203 CHF | 59'378 CHF | 99.49% | 99.49% |
15.05.2024 | 0.25% | 6.17 CHF | 6.19 CHF | 15'000 | 15'000 | 11'228 | 11'228 | 66'991 CHF | 67'157 CHF | 98.76% | 98.94% |
14.05.2024 | 0.25% | 5.57 CHF | 5.58 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 83'147 CHF | 83'357 CHF | 99.52% | 99.52% |
13.05.2024 | 0.27% | 5.25 CHF | 5.26 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 79'131 CHF | 79'344 CHF | 99.56% | 99.56% |
10.05.2024 | 0.25% | 5.32 CHF | 5.33 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 78'715 CHF | 78'914 CHF | 99.45% | 99.50% |
08.05.2024 | 0.28% | 4.50 CHF | 4.51 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 66'892 CHF | 67'081 CHF | 99.50% | 99.50% |
07.05.2024 | 0.27% | 4.47 CHF | 4.48 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 65'625 CHF | 65'801 CHF | 99.41% | 99.48% |
06.05.2024 | 0.27% | 4.11 CHF | 4.12 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 62'382 CHF | 62'552 CHF | 99.47% | 99.51% |
03.05.2024 | 0.27% | 4.25 CHF | 4.26 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 63'902 CHF | 64'077 CHF | 99.50% | 99.50% |
02.05.2024 | 0.26% | 4.23 CHF | 4.24 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 63'370 CHF | 63'532 CHF | 99.50% | 99.50% |