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% | 6.64 CHF | 6.66 CHF | 44'900 | 44'900 | 44'379 | 44'379 | 300'627 CHF | 301'515 CHF | 100.00% | 100.00% |
15.05.2024 | 0.29% | 6.73 CHF | 6.75 CHF | 44'100 | 44'100 | 43'926 | 43'926 | 300'370 CHF | 301'250 CHF | 99.99% | 99.99% |
14.05.2024 | 0.29% | 6.82 CHF | 6.84 CHF | 44'000 | 44'000 | 43'336 | 43'336 | 298'769 CHF | 299'636 CHF | 99.99% | 99.99% |
13.05.2024 | 0.28% | 6.95 CHF | 6.97 CHF | 42'900 | 42'900 | 42'840 | 42'840 | 301'539 CHF | 302'395 CHF | 100.00% | 100.00% |
10.05.2024 | 0.28% | 7.15 CHF | 7.17 CHF | 42'800 | 42'800 | 42'199 | 42'199 | 299'642 CHF | 300'486 CHF | 99.99% | 99.99% |
08.05.2024 | 0.28% | 7.16 CHF | 7.18 CHF | 42'400 | 42'400 | 42'339 | 42'339 | 303'406 CHF | 304'252 CHF | 99.16% | 99.16% |
07.05.2024 | 0.28% | 7.12 CHF | 7.14 CHF | 42'300 | 42'300 | 41'817 | 41'817 | 299'058 CHF | 299'895 CHF | 99.69% | 99.69% |
06.05.2024 | 0.27% | 7.23 CHF | 7.25 CHF | 41'500 | 41'500 | 41'199 | 41'199 | 300'278 CHF | 301'102 CHF | 100.00% | 100.00% |
03.05.2024 | 0.27% | 7.39 CHF | 7.41 CHF | 41'100 | 41'100 | 41'466 | 41'466 | 304'268 CHF | 305'097 CHF | 98.77% | 98.77% |
02.05.2024 | 0.28% | 7.20 CHF | 7.22 CHF | 41'700 | 41'700 | 43'324 | 43'324 | 313'109 CHF | 313'976 CHF | 99.99% | 99.99% |