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 | 0.16% | 6.27 CHF | 6.28 CHF | 150'000 | 150'000 | 149'889 | 149'889 | 938'040 CHF | 939'540 CHF | 100.00% | 100.00% |
15.05.2024 | 0.17% | 6.18 CHF | 6.19 CHF | 150'000 | 150'000 | 149'711 | 149'711 | 891'542 CHF | 893'042 CHF | 99.82% | 99.82% |
14.05.2024 | 0.17% | 5.80 CHF | 5.81 CHF | 150'000 | 150'000 | 149'970 | 149'970 | 866'536 CHF | 868'036 CHF | 99.88% | 99.88% |
13.05.2024 | 0.18% | 5.67 CHF | 5.68 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 851'153 CHF | 852'653 CHF | 100.00% | 100.00% |
10.05.2024 | 0.17% | 5.68 CHF | 5.69 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 875'288 CHF | 876'788 CHF | 100.00% | 100.00% |
08.05.2024 | 0.19% | 5.33 CHF | 5.34 CHF | 150'000 | 150'000 | 149'968 | 149'968 | 789'155 CHF | 790'655 CHF | 99.29% | 99.29% |
07.05.2024 | 0.19% | 5.29 CHF | 5.30 CHF | 150'000 | 150'000 | 149'898 | 149'898 | 791'919 CHF | 793'419 CHF | 100.00% | 100.00% |
06.05.2024 | 0.19% | 5.25 CHF | 5.26 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 782'121 CHF | 783'621 CHF | 100.00% | 100.00% |
03.05.2024 | 0.20% | 4.83 CHF | 4.84 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 736'702 CHF | 738'202 CHF | 98.71% | 98.71% |
02.05.2024 | 0.20% | 5.01 CHF | 5.02 CHF | 150'000 | 150'000 | 150'000 | 150'000 | 734'175 CHF | 735'675 CHF | 99.99% | 99.99% |