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 | 0.14% | 6.88 CHF | 6.89 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 345'993 CHF | 346'493 CHF | 99.77% | 99.77% |
15.05.2024 | 0.15% | 6.94 CHF | 6.95 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 335'744 CHF | 336'244 CHF | 100.00% | 100.00% |
14.05.2024 | 0.15% | 6.50 CHF | 6.51 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 327'742 CHF | 328'242 CHF | 99.26% | 99.26% |
13.05.2024 | 0.15% | 6.59 CHF | 6.60 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 328'667 CHF | 329'167 CHF | 100.00% | 100.00% |
10.05.2024 | 0.15% | 6.73 CHF | 6.74 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 332'850 CHF | 333'350 CHF | 100.00% | 100.00% |
08.05.2024 | 0.15% | 6.54 CHF | 6.55 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 327'851 CHF | 328'351 CHF | 100.00% | 100.00% |
07.05.2024 | 0.15% | 6.49 CHF | 6.50 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 323'993 CHF | 324'493 CHF | 99.75% | 99.75% |
06.05.2024 | 0.16% | 6.43 CHF | 6.44 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 320'815 CHF | 321'315 CHF | 99.52% | 99.52% |
03.05.2024 | 0.16% | 6.42 CHF | 6.43 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 315'244 CHF | 315'744 CHF | 99.71% | 99.71% |
02.05.2024 | 0.16% | 6.15 CHF | 6.16 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 316'027 CHF | 316'527 CHF | 100.00% | 100.00% |