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% | 7.29 CHF | 7.30 CHF | 51'000 | 51'000 | 21'974 | 21'974 | 157'241 CHF | 157'462 CHF | 100.00% | 100.00% |
15.05.2024 | 0.15% | 7.09 CHF | 7.10 CHF | 52'000 | 52'000 | 22'458 | 22'458 | 156'080 CHF | 156'305 CHF | 100.00% | 100.00% |
14.05.2024 | 0.15% | 6.65 CHF | 6.66 CHF | 54'000 | 54'000 | 23'297 | 23'297 | 155'464 CHF | 155'698 CHF | 99.89% | 99.89% |
13.05.2024 | 0.15% | 6.68 CHF | 6.69 CHF | 54'000 | 54'000 | 23'094 | 23'094 | 153'103 CHF | 153'334 CHF | 100.00% | 100.00% |
10.05.2024 | 0.16% | 6.40 CHF | 6.41 CHF | 55'000 | 55'000 | 23'516 | 23'516 | 150'540 CHF | 150'775 CHF | 100.00% | 100.00% |
08.05.2024 | 0.16% | 6.37 CHF | 6.38 CHF | 55'000 | 55'000 | 22'930 | 22'930 | 146'310 CHF | 146'540 CHF | 98.99% | 98.99% |
07.05.2024 | 0.16% | 6.50 CHF | 6.51 CHF | 55'000 | 55'000 | 23'398 | 23'398 | 151'549 CHF | 151'783 CHF | 99.61% | 99.61% |
06.05.2024 | 0.16% | 6.38 CHF | 6.39 CHF | 55'000 | 55'000 | 23'448 | 23'448 | 148'086 CHF | 148'321 CHF | 100.00% | 100.00% |
03.05.2024 | 0.17% | 5.83 CHF | 5.84 CHF | 58'000 | 58'000 | 24'766 | 24'766 | 144'983 CHF | 145'231 CHF | 99.78% | 99.78% |
02.05.2024 | 0.18% | 5.70 CHF | 5.71 CHF | 59'000 | 59'000 | 24'866 | 24'866 | 140'654 CHF | 140'903 CHF | 99.99% | 99.99% |