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 | 0.13% | 7.85 CHF | 7.86 CHF | 64'000 | 64'000 | 64'923 | 64'923 | 503'872 CHF | 504'522 CHF | 100.00% | 100.00% |
15.05.2024 | 0.13% | 7.56 CHF | 7.57 CHF | 66'000 | 66'000 | 65'873 | 65'873 | 498'506 CHF | 499'166 CHF | 100.00% | 100.00% |
14.05.2024 | 0.13% | 7.55 CHF | 7.56 CHF | 66'000 | 66'000 | 66'932 | 66'932 | 502'118 CHF | 502'788 CHF | 100.00% | 100.00% |
13.05.2024 | 0.13% | 7.58 CHF | 7.59 CHF | 66'000 | 66'000 | 66'000 | 66'000 | 501'950 CHF | 502'610 CHF | 100.00% | 100.00% |
10.05.2024 | 0.13% | 7.63 CHF | 7.64 CHF | 66'000 | 66'000 | 66'000 | 66'000 | 503'280 CHF | 503'940 CHF | 100.00% | 100.00% |
08.05.2024 | 0.13% | 7.60 CHF | 7.61 CHF | 66'000 | 66'000 | 66'160 | 66'160 | 501'153 CHF | 501'814 CHF | 99.09% | 99.09% |
07.05.2024 | 0.13% | 7.53 CHF | 7.54 CHF | 67'000 | 67'000 | 66'991 | 66'991 | 501'656 CHF | 502'326 CHF | 100.00% | 100.00% |
06.05.2024 | 0.14% | 7.41 CHF | 7.42 CHF | 68'000 | 68'000 | 67'978 | 67'978 | 502'040 CHF | 502'720 CHF | 100.00% | 100.00% |
03.05.2024 | 0.14% | 7.27 CHF | 7.28 CHF | 69'000 | 69'000 | 68'184 | 68'184 | 497'853 CHF | 498'534 CHF | 99.99% | 99.99% |
02.05.2024 | 0.14% | 7.30 CHF | 7.31 CHF | 68'000 | 68'000 | 68'000 | 68'000 | 498'422 CHF | 499'102 CHF | 99.99% | 99.99% |