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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.19% | 7.18 CHF | 7.19 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 714'903 CHF | 716'296 CHF | 99.35% | 99.35% |
16.05.2024 | 0.20% | 6.98 CHF | 6.99 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 699'439 CHF | 700'810 CHF | 99.26% | 99.26% |
15.05.2024 | 0.20% | 6.87 CHF | 6.89 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 674'034 CHF | 675'388 CHF | 98.76% | 98.76% |
14.05.2024 | 0.21% | 6.62 CHF | 6.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 653'605 CHF | 654'948 CHF | 99.40% | 99.40% |
13.05.2024 | 0.20% | 6.54 CHF | 6.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 653'689 CHF | 655'002 CHF | 98.86% | 98.86% |
10.05.2024 | 0.20% | 6.48 CHF | 6.49 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 643'736 CHF | 645'012 CHF | 100.00% | 100.00% |
08.05.2024 | 0.20% | 6.14 CHF | 6.16 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'222'950 CHF | 1'225'420 CHF | 99.67% | 99.67% |
07.05.2024 | 0.20% | 6.01 CHF | 6.02 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'178'520 CHF | 1'180'910 CHF | 96.81% | 96.81% |
06.05.2024 | 0.21% | 5.62 CHF | 5.63 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'129'580 CHF | 1'131'980 CHF | 99.85% | 99.85% |
03.05.2024 | 0.21% | 5.50 CHF | 5.51 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'098'000 CHF | 1'100'300 CHF | 96.58% | 96.58% |