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% | 7.51 CHF | 7.52 CHF | 51'000 | 51'000 | 21'972 | 21'972 | 162'029 CHF | 162'250 CHF | 100.00% | 100.00% |
15.05.2024 | 0.14% | 7.31 CHF | 7.32 CHF | 52'000 | 52'000 | 22'455 | 22'455 | 160'961 CHF | 161'186 CHF | 100.00% | 100.00% |
14.05.2024 | 0.15% | 6.87 CHF | 6.88 CHF | 54'000 | 54'000 | 23'298 | 23'298 | 160'554 CHF | 160'787 CHF | 99.88% | 99.88% |
13.05.2024 | 0.15% | 6.90 CHF | 6.91 CHF | 54'000 | 54'000 | 23'094 | 23'094 | 158'152 CHF | 158'383 CHF | 100.00% | 100.00% |
10.05.2024 | 0.15% | 6.61 CHF | 6.62 CHF | 55'000 | 55'000 | 23'516 | 23'516 | 155'681 CHF | 155'916 CHF | 100.00% | 100.00% |
08.05.2024 | 0.15% | 6.59 CHF | 6.60 CHF | 55'000 | 55'000 | 22'938 | 22'938 | 151'380 CHF | 151'610 CHF | 98.98% | 98.98% |
07.05.2024 | 0.15% | 6.72 CHF | 6.73 CHF | 55'000 | 55'000 | 23'397 | 23'397 | 156'659 CHF | 156'894 CHF | 99.61% | 99.61% |
06.05.2024 | 0.16% | 6.60 CHF | 6.61 CHF | 55'000 | 55'000 | 23'449 | 23'449 | 153'207 CHF | 153'442 CHF | 100.00% | 100.00% |
03.05.2024 | 0.17% | 6.05 CHF | 6.06 CHF | 58'000 | 58'000 | 24'769 | 24'769 | 150'404 CHF | 150'652 CHF | 99.79% | 99.79% |
02.05.2024 | 0.17% | 5.92 CHF | 5.93 CHF | 59'000 | 59'000 | 24'866 | 24'866 | 146'122 CHF | 146'371 CHF | 99.98% | 99.98% |