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 | 0.16% | 6.17 CHF | 6.18 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 307'322 CHF | 307'818 CHF | 100.00% | 100.00% |
15.05.2024 | 0.17% | 6.20 CHF | 6.21 CHF | 50'000 | 50'000 | 49'548 | 49'548 | 301'414 CHF | 301'910 CHF | 99.81% | 99.81% |
14.05.2024 | 0.17% | 5.95 CHF | 5.96 CHF | 50'000 | 50'000 | 49'673 | 49'673 | 293'423 CHF | 293'920 CHF | 99.55% | 99.55% |
13.05.2024 | 0.17% | 5.84 CHF | 5.85 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 291'879 CHF | 292'375 CHF | 100.00% | 100.00% |
10.05.2024 | 0.16% | 6.07 CHF | 6.08 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 303'748 CHF | 304'244 CHF | 100.00% | 100.00% |
08.05.2024 | 0.18% | 5.65 CHF | 5.66 CHF | 50'000 | 50'000 | 49'529 | 49'529 | 279'268 CHF | 279'763 CHF | 100.00% | 100.00% |
07.05.2024 | 0.18% | 5.67 CHF | 5.68 CHF | 50'000 | 50'000 | 49'532 | 49'531 | 280'841 CHF | 281'331 CHF | 100.00% | 100.00% |
06.05.2024 | 0.18% | 5.72 CHF | 5.73 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 282'408 CHF | 282'904 CHF | 100.00% | 100.00% |
03.05.2024 | 0.18% | 5.46 CHF | 5.47 CHF | 50'000 | 50'000 | 49'779 | 49'779 | 274'475 CHF | 274'973 CHF | 96.04% | 96.04% |
02.05.2024 | 0.18% | 5.59 CHF | 5.60 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 276'123 CHF | 276'619 CHF | 99.81% | 99.81% |