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 | 0.26% | 7.03 CHF | 7.04 CHF | 37'100 | 37'100 | 20'456 | 20'456 | 144'230 CHF | 144'560 CHF | 99.57% | 99.57% |
15.05.2024 | 0.27% | 6.88 CHF | 6.89 CHF | 39'000 | 39'000 | 21'908 | 21'908 | 145'911 CHF | 146'265 CHF | 100.00% | 100.00% |
14.05.2024 | 0.28% | 6.48 CHF | 6.49 CHF | 41'300 | 41'300 | 22'850 | 22'850 | 146'645 CHF | 147'012 CHF | 99.66% | 99.66% |
13.05.2024 | 0.27% | 6.42 CHF | 6.43 CHF | 41'000 | 41'000 | 22'081 | 22'081 | 144'927 CHF | 145'279 CHF | 99.85% | 99.85% |
10.05.2024 | 0.28% | 6.41 CHF | 6.42 CHF | 41'700 | 41'700 | 23'016 | 23'016 | 148'080 CHF | 148'449 CHF | 100.00% | 100.00% |
08.05.2024 | 0.29% | 6.31 CHF | 6.32 CHF | 42'500 | 42'500 | 23'278 | 23'278 | 144'986 CHF | 145'362 CHF | 99.15% | 99.15% |
07.05.2024 | 0.28% | 6.36 CHF | 6.37 CHF | 41'200 | 41'200 | 22'715 | 22'715 | 145'217 CHF | 145'582 CHF | 100.00% | 100.00% |
06.05.2024 | 0.29% | 6.19 CHF | 6.20 CHF | 43'200 | 43'200 | 23'833 | 23'833 | 145'417 CHF | 145'800 CHF | 100.00% | 100.00% |
03.05.2024 | 0.32% | 5.93 CHF | 5.94 CHF | 46'000 | 46'000 | 25'858 | 25'858 | 148'919 CHF | 149'337 CHF | 99.92% | 99.92% |
02.05.2024 | 0.32% | 5.56 CHF | 5.57 CHF | 48'700 | 48'700 | 26'679 | 26'679 | 148'572 CHF | 149'001 CHF | 99.98% | 99.98% |