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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27.05.2024 | 0.17% | 6.12 CHF | 6.13 CHF | 113'100 | 113'100 | 112'281 | 112'281 | 685'812 CHF | 686'945 CHF | 99.50% | 99.50% |
24.05.2024 | 0.16% | 6.12 CHF | 6.13 CHF | 113'600 | 113'600 | 112'698 | 112'698 | 687'813 CHF | 688'940 CHF | 100.00% | 100.00% |
23.05.2024 | 0.16% | 6.13 CHF | 6.14 CHF | 112'100 | 112'100 | 112'835 | 112'835 | 691'870 CHF | 692'999 CHF | 100.00% | 100.00% |
22.05.2024 | 0.16% | 6.12 CHF | 6.13 CHF | 113'400 | 113'400 | 111'227 | 111'227 | 682'480 CHF | 683'592 CHF | 100.00% | 100.00% |
21.05.2024 | 0.16% | 6.26 CHF | 6.27 CHF | 109'800 | 109'800 | 109'788 | 109'788 | 686'324 CHF | 687'422 CHF | 99.17% | 99.17% |
17.05.2024 | 0.16% | 6.32 CHF | 6.33 CHF | 109'300 | 109'300 | 107'257 | 107'257 | 674'839 CHF | 675'912 CHF | 100.00% | 100.00% |
16.05.2024 | 0.15% | 6.41 CHF | 6.42 CHF | 105'900 | 105'900 | 106'458 | 106'458 | 687'736 CHF | 688'802 CHF | 100.00% | 100.00% |
15.05.2024 | 0.16% | 6.44 CHF | 6.45 CHF | 107'000 | 107'000 | 107'557 | 107'557 | 689'289 CHF | 690'367 CHF | 99.83% | 99.83% |
14.05.2024 | 0.16% | 6.37 CHF | 6.38 CHF | 108'500 | 108'500 | 107'826 | 107'826 | 683'772 CHF | 684'851 CHF | 99.88% | 99.88% |
13.05.2024 | 0.16% | 6.35 CHF | 6.36 CHF | 107'400 | 107'400 | 107'640 | 107'640 | 685'900 CHF | 686'976 CHF | 100.00% | 100.00% |