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% | 7.03 CHF | 7.04 CHF | 51'000 | 51'000 | 21'974 | 21'974 | 151'664 CHF | 151'884 CHF | 100.00% | 100.00% |
15.05.2024 | 0.15% | 6.84 CHF | 6.85 CHF | 52'000 | 52'000 | 22'458 | 22'458 | 150'365 CHF | 150'590 CHF | 100.00% | 100.00% |
14.05.2024 | 0.16% | 6.40 CHF | 6.41 CHF | 54'000 | 54'000 | 23'298 | 23'298 | 149'525 CHF | 149'758 CHF | 99.88% | 99.88% |
13.05.2024 | 0.16% | 6.42 CHF | 6.43 CHF | 54'000 | 54'000 | 23'094 | 23'094 | 147'225 CHF | 147'456 CHF | 100.00% | 100.00% |
10.05.2024 | 0.17% | 6.14 CHF | 6.15 CHF | 55'000 | 55'000 | 23'516 | 23'516 | 144'549 CHF | 144'784 CHF | 100.00% | 100.00% |
08.05.2024 | 0.17% | 6.11 CHF | 6.12 CHF | 55'000 | 55'000 | 22'932 | 22'932 | 140'464 CHF | 140'694 CHF | 98.99% | 98.99% |
07.05.2024 | 0.16% | 6.25 CHF | 6.26 CHF | 55'000 | 55'000 | 23'397 | 23'397 | 145'605 CHF | 145'839 CHF | 99.61% | 99.61% |
06.05.2024 | 0.17% | 6.13 CHF | 6.14 CHF | 55'000 | 55'000 | 23'448 | 23'448 | 142'149 CHF | 142'384 CHF | 100.00% | 100.00% |
03.05.2024 | 0.18% | 5.58 CHF | 5.59 CHF | 58'000 | 58'000 | 24'779 | 24'779 | 138'773 CHF | 139'021 CHF | 99.82% | 99.82% |
02.05.2024 | 0.19% | 5.45 CHF | 5.46 CHF | 59'000 | 59'000 | 24'867 | 24'867 | 134'304 CHF | 134'553 CHF | 99.99% | 99.99% |