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 | 0.17% | 6.03 CHF | 6.04 CHF | 100'000 | 100'000 | 99'060 | 99'060 | 600'881 CHF | 601'873 CHF | 100.00% | 100.00% |
15.05.2024 | 0.17% | 6.06 CHF | 6.07 CHF | 100'000 | 100'000 | 99'096 | 99'094 | 589'054 CHF | 590'038 CHF | 99.80% | 99.80% |
14.05.2024 | 0.17% | 5.81 CHF | 5.82 CHF | 100'000 | 100'000 | 99'340 | 99'340 | 572'954 CHF | 573'948 CHF | 99.55% | 99.55% |
13.05.2024 | 0.18% | 5.70 CHF | 5.71 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 569'966 CHF | 570'958 CHF | 100.00% | 100.00% |
10.05.2024 | 0.17% | 5.93 CHF | 5.94 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 593'712 CHF | 594'703 CHF | 100.00% | 100.00% |
08.05.2024 | 0.18% | 5.51 CHF | 5.52 CHF | 100'000 | 100'000 | 99'054 | 99'054 | 544'710 CHF | 545'702 CHF | 100.00% | 100.00% |
07.05.2024 | 0.18% | 5.53 CHF | 5.54 CHF | 100'000 | 100'000 | 99'064 | 99'064 | 547'899 CHF | 548'891 CHF | 100.00% | 100.00% |
06.05.2024 | 0.18% | 5.59 CHF | 5.60 CHF | 100'000 | 100'000 | 99'052 | 99'052 | 551'028 CHF | 552'020 CHF | 98.86% | 98.86% |
03.05.2024 | 0.19% | 5.32 CHF | 5.33 CHF | 100'000 | 100'000 | 99'438 | 99'438 | 534'577 CHF | 535'572 CHF | 96.65% | 96.65% |
02.05.2024 | 0.19% | 5.45 CHF | 5.46 CHF | 100'000 | 100'000 | 99'060 | 99'060 | 538'405 CHF | 539'397 CHF | 99.82% | 99.82% |