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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.46% | 6.68 CHF | 6.71 CHF | 24'000 | 24'000 | 24'766 | 24'766 | 162'420 CHF | 163'164 CHF | 100.00% | 100.00% |
14.05.2024 | 0.47% | 6.44 CHF | 6.47 CHF | 25'000 | 25'000 | 24'999 | 24'999 | 160'302 CHF | 161'052 CHF | 99.98% | 99.98% |
13.05.2024 | 0.47% | 6.39 CHF | 6.42 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 158'905 CHF | 159'655 CHF | 100.00% | 100.00% |
10.05.2024 | 0.47% | 6.29 CHF | 6.32 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 159'717 CHF | 160'467 CHF | 100.00% | 100.00% |
08.05.2024 | 0.47% | 6.49 CHF | 6.52 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 159'374 CHF | 160'124 CHF | 99.06% | 99.06% |
07.05.2024 | 0.48% | 6.29 CHF | 6.32 CHF | 25'000 | 25'000 | 25'273 | 25'273 | 157'128 CHF | 157'887 CHF | 99.66% | 99.66% |
06.05.2024 | 0.48% | 6.15 CHF | 6.18 CHF | 26'000 | 26'000 | 25'665 | 25'665 | 158'633 CHF | 159'403 CHF | 100.00% | 100.00% |
03.05.2024 | 0.49% | 6.09 CHF | 6.12 CHF | 26'000 | 26'000 | 25'830 | 25'830 | 158'771 CHF | 159'546 CHF | 99.99% | 99.99% |
02.05.2024 | 0.47% | 6.31 CHF | 6.34 CHF | 25'000 | 25'000 | 24'990 | 24'990 | 159'529 CHF | 160'279 CHF | 99.99% | 99.99% |
30.04.2024 | 0.44% | 6.77 CHF | 6.80 CHF | 24'000 | 24'000 | 24'042 | 24'042 | 164'775 CHF | 165'497 CHF | 99.28% | 99.28% |