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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 0.14% | 7.17 CHF | 7.18 CHF | 104'200 | 104'200 | 104'099 | 104'099 | 749'625 CHF | 750'666 CHF | 100.00% | 100.00% |
22.05.2024 | 0.14% | 7.20 CHF | 7.21 CHF | 104'100 | 104'100 | 104'510 | 104'510 | 751'854 CHF | 752'899 CHF | 100.00% | 100.00% |
21.05.2024 | 0.14% | 7.11 CHF | 7.12 CHF | 104'900 | 104'900 | 105'018 | 105'018 | 748'348 CHF | 749'398 CHF | 99.14% | 99.14% |
17.05.2024 | 0.14% | 7.07 CHF | 7.08 CHF | 105'900 | 105'900 | 106'681 | 106'681 | 752'468 CHF | 753'535 CHF | 100.00% | 100.00% |
16.05.2024 | 0.14% | 6.98 CHF | 6.99 CHF | 107'200 | 107'200 | 107'402 | 107'402 | 743'348 CHF | 744'423 CHF | 100.00% | 100.00% |
15.05.2024 | 0.15% | 6.94 CHF | 6.95 CHF | 107'700 | 107'700 | 107'476 | 107'476 | 741'151 CHF | 742'229 CHF | 100.00% | 100.00% |
14.05.2024 | 0.15% | 6.90 CHF | 6.91 CHF | 107'800 | 107'800 | 108'215 | 108'215 | 743'929 CHF | 745'012 CHF | 100.00% | 100.00% |
13.05.2024 | 0.15% | 6.85 CHF | 6.86 CHF | 108'500 | 108'500 | 108'560 | 108'560 | 740'276 CHF | 741'362 CHF | 100.00% | 100.00% |
10.05.2024 | 0.15% | 6.78 CHF | 6.79 CHF | 108'600 | 108'600 | 109'021 | 109'021 | 741'018 CHF | 742'108 CHF | 100.00% | 100.00% |
08.05.2024 | 0.15% | 6.78 CHF | 6.79 CHF | 108'900 | 108'900 | 108'959 | 108'959 | 738'136 CHF | 739'226 CHF | 99.16% | 99.16% |