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 | 0.33% | 6.08 CHF | 6.10 CHF | 17'500 | 17'500 | 17'336 | 17'336 | 105'466 CHF | 105'813 CHF | 100.00% | 100.00% |
15.05.2024 | 0.34% | 6.11 CHF | 6.13 CHF | 17'500 | 17'500 | 17'648 | 17'648 | 105'075 CHF | 105'429 CHF | 100.00% | 100.00% |
14.05.2024 | 0.34% | 5.91 CHF | 5.93 CHF | 18'000 | 18'000 | 17'857 | 17'857 | 105'327 CHF | 105'685 CHF | 99.14% | 99.14% |
13.05.2024 | 0.33% | 6.04 CHF | 6.06 CHF | 17'500 | 17'500 | 17'342 | 17'342 | 104'679 CHF | 105'026 CHF | 99.77% | 99.77% |
10.05.2024 | 0.34% | 5.91 CHF | 5.93 CHF | 18'000 | 18'000 | 17'732 | 17'732 | 105'539 CHF | 105'894 CHF | 99.25% | 99.25% |
08.05.2024 | 0.33% | 5.95 CHF | 5.97 CHF | 18'000 | 18'000 | 17'514 | 17'514 | 105'010 CHF | 105'360 CHF | 99.34% | 99.34% |
07.05.2024 | 0.35% | 5.93 CHF | 5.95 CHF | 18'000 | 18'000 | 17'812 | 17'812 | 101'886 CHF | 102'242 CHF | 99.64% | 99.64% |
06.05.2024 | 0.36% | 5.64 CHF | 5.66 CHF | 18'000 | 18'000 | 17'804 | 17'804 | 100'460 CHF | 100'817 CHF | 98.14% | 98.14% |
03.05.2024 | 0.36% | 5.64 CHF | 5.66 CHF | 18'000 | 18'000 | 17'921 | 17'921 | 100'881 CHF | 101'240 CHF | 96.10% | 96.10% |
02.05.2024 | 0.36% | 5.51 CHF | 5.53 CHF | 18'500 | 18'500 | 18'195 | 18'195 | 100'569 CHF | 100'932 CHF | 98.65% | 98.65% |