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% | 7.62 CHF | 7.63 CHF | 51'000 | 51'000 | 21'973 | 21'973 | 164'423 CHF | 164'644 CHF | 100.00% | 100.00% |
15.05.2024 | 0.14% | 7.42 CHF | 7.43 CHF | 52'000 | 52'000 | 22'459 | 22'459 | 163'433 CHF | 163'658 CHF | 100.00% | 100.00% |
14.05.2024 | 0.15% | 6.98 CHF | 6.99 CHF | 54'000 | 54'000 | 23'298 | 23'298 | 163'088 CHF | 163'321 CHF | 99.90% | 99.90% |
13.05.2024 | 0.15% | 7.00 CHF | 7.01 CHF | 54'000 | 54'000 | 23'094 | 23'094 | 160'662 CHF | 160'893 CHF | 100.00% | 100.00% |
10.05.2024 | 0.15% | 6.72 CHF | 6.73 CHF | 55'000 | 55'000 | 23'517 | 23'517 | 158'224 CHF | 158'459 CHF | 100.00% | 100.00% |
08.05.2024 | 0.15% | 6.69 CHF | 6.70 CHF | 55'000 | 55'000 | 22'938 | 22'938 | 153'884 CHF | 154'114 CHF | 98.99% | 98.99% |
07.05.2024 | 0.15% | 6.83 CHF | 6.84 CHF | 55'000 | 55'000 | 23'396 | 23'396 | 159'196 CHF | 159'431 CHF | 99.61% | 99.61% |
06.05.2024 | 0.15% | 6.71 CHF | 6.72 CHF | 55'000 | 55'000 | 23'448 | 23'448 | 155'753 CHF | 155'987 CHF | 100.00% | 100.00% |
03.05.2024 | 0.17% | 6.16 CHF | 6.17 CHF | 58'000 | 58'000 | 24'778 | 24'778 | 153'128 CHF | 153'376 CHF | 99.82% | 99.82% |
02.05.2024 | 0.17% | 6.03 CHF | 6.04 CHF | 59'000 | 59'000 | 24'868 | 24'868 | 148'835 CHF | 149'084 CHF | 99.99% | 99.99% |