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 | 0.35% | 6.83 CHF | 6.85 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 171'733 CHF | 172'338 CHF | 99.25% | 99.25% |
15.05.2024 | 0.35% | 6.89 CHF | 6.91 CHF | 25'000 | 25'000 | 24'802 | 24'802 | 165'213 CHF | 165'780 CHF | 98.90% | 98.90% |
14.05.2024 | 0.35% | 6.45 CHF | 6.47 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 162'566 CHF | 163'141 CHF | 100.00% | 100.00% |
13.05.2024 | 0.35% | 6.54 CHF | 6.56 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 163'062 CHF | 163'632 CHF | 100.00% | 100.00% |
10.05.2024 | 0.36% | 6.68 CHF | 6.70 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 165'111 CHF | 165'704 CHF | 100.00% | 100.00% |
08.05.2024 | 0.35% | 6.49 CHF | 6.51 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 162'605 CHF | 163'175 CHF | 100.00% | 100.00% |
07.05.2024 | 0.36% | 6.43 CHF | 6.46 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 160'708 CHF | 161'291 CHF | 97.06% | 97.06% |
06.05.2024 | 0.36% | 6.37 CHF | 6.40 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 159'084 CHF | 159'656 CHF | 100.00% | 100.00% |
03.05.2024 | 0.35% | 6.36 CHF | 6.38 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 156'209 CHF | 156'760 CHF | 97.92% | 97.92% |
02.05.2024 | 0.36% | 6.10 CHF | 6.12 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 156'716 CHF | 157'289 CHF | 99.28% | 99.28% |