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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.05.2024 | 0.14% | 7.55 CHF | 7.56 CHF | 50'000 | 50'000 | 49'500 | 49'500 | 370'391 CHF | 370'887 CHF | 93.95% | 93.95% |
23.05.2024 | 0.13% | 7.58 CHF | 7.59 CHF | 50'000 | 50'000 | 49'527 | 49'525 | 378'254 CHF | 378'737 CHF | 99.16% | 99.16% |
22.05.2024 | 0.13% | 7.57 CHF | 7.58 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 375'858 CHF | 376'354 CHF | 100.00% | 100.00% |
21.05.2024 | 0.13% | 7.67 CHF | 7.68 CHF | 50'000 | 50'000 | 49'529 | 49'529 | 380'545 CHF | 381'041 CHF | 99.76% | 99.76% |
17.05.2024 | 0.13% | 7.73 CHF | 7.74 CHF | 50'000 | 50'000 | 49'533 | 49'530 | 381'749 CHF | 382'222 CHF | 100.00% | 100.00% |
16.05.2024 | 0.13% | 7.56 CHF | 7.57 CHF | 50'000 | 50'000 | 49'533 | 49'533 | 375'159 CHF | 375'655 CHF | 100.00% | 100.00% |
15.05.2024 | 0.14% | 7.47 CHF | 7.48 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 364'245 CHF | 364'741 CHF | 99.76% | 99.76% |
14.05.2024 | 0.14% | 7.25 CHF | 7.26 CHF | 50'000 | 50'000 | 49'560 | 49'560 | 355'483 CHF | 355'979 CHF | 99.23% | 99.23% |
13.05.2024 | 0.14% | 7.17 CHF | 7.18 CHF | 50'000 | 50'000 | 49'533 | 49'529 | 355'360 CHF | 355'832 CHF | 100.00% | 100.00% |
10.05.2024 | 0.14% | 7.14 CHF | 7.15 CHF | 50'000 | 50'000 | 49'591 | 49'591 | 351'943 CHF | 352'439 CHF | 99.72% | 99.72% |