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 | 0.14% | 7.41 CHF | 7.42 CHF | 135'000 | 135'000 | 46'866 | 46'866 | 347'001 CHF | 347'471 CHF | 100.00% | 100.00% |
15.05.2024 | 0.14% | 7.41 CHF | 7.42 CHF | 135'000 | 135'000 | 46'897 | 46'897 | 348'376 CHF | 348'846 CHF | 99.99% | 99.99% |
14.05.2024 | 0.14% | 7.45 CHF | 7.46 CHF | 135'000 | 135'000 | 47'080 | 47'080 | 351'065 CHF | 351'537 CHF | 100.00% | 100.00% |
13.05.2024 | 0.14% | 7.35 CHF | 7.36 CHF | 135'000 | 135'000 | 47'119 | 47'119 | 345'498 CHF | 345'969 CHF | 100.00% | 100.00% |
10.05.2024 | 0.14% | 7.31 CHF | 7.32 CHF | 135'000 | 135'000 | 46'489 | 46'489 | 344'892 CHF | 345'358 CHF | 100.00% | 100.00% |
08.05.2024 | 0.14% | 7.45 CHF | 7.46 CHF | 135'000 | 135'000 | 45'809 | 45'809 | 336'197 CHF | 336'656 CHF | 98.98% | 98.98% |
07.05.2024 | 0.14% | 7.22 CHF | 7.23 CHF | 135'000 | 135'000 | 48'406 | 48'406 | 343'682 CHF | 344'167 CHF | 99.61% | 99.61% |
06.05.2024 | 0.15% | 6.97 CHF | 6.98 CHF | 140'000 | 140'000 | 49'263 | 49'263 | 337'721 CHF | 338'214 CHF | 100.00% | 100.00% |
03.05.2024 | 0.16% | 6.67 CHF | 6.68 CHF | 145'000 | 145'000 | 49'897 | 49'897 | 329'808 CHF | 330'308 CHF | 99.98% | 99.98% |
02.05.2024 | 0.16% | 6.52 CHF | 6.53 CHF | 145'000 | 145'000 | 51'113 | 51'113 | 328'189 CHF | 328'701 CHF | 100.00% | 100.00% |