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 | 0.13% | 7.82 CHF | 7.83 CHF | 51'000 | 51'000 | 21'972 | 21'972 | 168'986 CHF | 169'206 CHF | 100.00% | 100.00% |
15.05.2024 | 0.14% | 7.63 CHF | 7.64 CHF | 52'000 | 52'000 | 22'454 | 22'454 | 168'071 CHF | 168'296 CHF | 100.00% | 100.00% |
14.05.2024 | 0.14% | 7.19 CHF | 7.20 CHF | 54'000 | 54'000 | 23'297 | 23'297 | 167'947 CHF | 168'181 CHF | 99.90% | 99.90% |
13.05.2024 | 0.14% | 7.21 CHF | 7.22 CHF | 54'000 | 54'000 | 23'093 | 23'093 | 165'467 CHF | 165'698 CHF | 100.00% | 100.00% |
10.05.2024 | 0.15% | 6.93 CHF | 6.94 CHF | 55'000 | 55'000 | 23'517 | 23'517 | 163'131 CHF | 163'367 CHF | 100.00% | 100.00% |
08.05.2024 | 0.15% | 6.90 CHF | 6.91 CHF | 55'000 | 55'000 | 22'938 | 22'938 | 158'654 CHF | 158'883 CHF | 99.00% | 99.00% |
07.05.2024 | 0.15% | 7.04 CHF | 7.05 CHF | 55'000 | 55'000 | 23'397 | 23'397 | 164'064 CHF | 164'299 CHF | 99.61% | 99.61% |
06.05.2024 | 0.15% | 6.91 CHF | 6.92 CHF | 55'000 | 55'000 | 23'448 | 23'448 | 160'608 CHF | 160'843 CHF | 100.00% | 100.00% |
03.05.2024 | 0.16% | 6.36 CHF | 6.37 CHF | 58'000 | 58'000 | 24'777 | 24'777 | 158'287 CHF | 158'535 CHF | 99.81% | 99.81% |
02.05.2024 | 0.16% | 6.24 CHF | 6.25 CHF | 59'000 | 59'000 | 24'871 | 24'871 | 154'075 CHF | 154'324 CHF | 100.00% | 100.00% |