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 | 0.15% | 6.60 CHF | 6.61 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 325'897 CHF | 326'393 CHF | 100.00% | 100.00% |
15.05.2024 | 0.15% | 6.54 CHF | 6.55 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 323'338 CHF | 323'833 CHF | 100.00% | 100.00% |
14.05.2024 | 0.15% | 6.55 CHF | 6.56 CHF | 50'000 | 50'000 | 49'471 | 49'471 | 327'625 CHF | 328'120 CHF | 99.74% | 99.74% |
13.05.2024 | 0.15% | 6.64 CHF | 6.65 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 328'252 CHF | 328'748 CHF | 100.00% | 100.00% |
10.05.2024 | 0.15% | 6.67 CHF | 6.68 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 332'921 CHF | 333'417 CHF | 100.00% | 100.00% |
08.05.2024 | 0.15% | 6.65 CHF | 6.66 CHF | 50'000 | 50'000 | 49'529 | 49'529 | 325'230 CHF | 325'726 CHF | 100.00% | 100.00% |
07.05.2024 | 0.15% | 6.61 CHF | 6.62 CHF | 50'000 | 50'000 | 49'532 | 49'532 | 328'148 CHF | 328'644 CHF | 100.00% | 100.00% |
06.05.2024 | 0.15% | 6.64 CHF | 6.65 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 329'607 CHF | 330'103 CHF | 100.00% | 100.00% |
03.05.2024 | 0.15% | 6.63 CHF | 6.64 CHF | 50'000 | 50'000 | 49'622 | 49'622 | 331'497 CHF | 331'993 CHF | 97.85% | 97.85% |
02.05.2024 | 0.15% | 6.67 CHF | 6.68 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 333'801 CHF | 334'297 CHF | 99.89% | 99.89% |