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 | 0.15% | 7.17 CHF | 7.18 CHF | 51'000 | 51'000 | 21'967 | 21'967 | 154'615 CHF | 154'836 CHF | 99.99% | 99.99% |
15.05.2024 | 0.15% | 6.98 CHF | 6.99 CHF | 52'000 | 52'000 | 22'458 | 22'458 | 153'415 CHF | 153'640 CHF | 100.00% | 100.00% |
14.05.2024 | 0.16% | 6.53 CHF | 6.54 CHF | 54'000 | 54'000 | 23'298 | 23'298 | 152'723 CHF | 152'956 CHF | 99.88% | 99.88% |
13.05.2024 | 0.16% | 6.56 CHF | 6.57 CHF | 54'000 | 54'000 | 23'093 | 23'093 | 150'373 CHF | 150'604 CHF | 100.00% | 100.00% |
10.05.2024 | 0.16% | 6.28 CHF | 6.29 CHF | 55'000 | 55'000 | 23'516 | 23'516 | 147'766 CHF | 148'001 CHF | 100.00% | 100.00% |
08.05.2024 | 0.16% | 6.25 CHF | 6.26 CHF | 55'000 | 55'000 | 22'937 | 22'937 | 143'645 CHF | 143'875 CHF | 98.99% | 98.99% |
07.05.2024 | 0.16% | 6.38 CHF | 6.39 CHF | 55'000 | 55'000 | 23'387 | 23'387 | 148'723 CHF | 148'958 CHF | 99.67% | 99.67% |
06.05.2024 | 0.17% | 6.26 CHF | 6.27 CHF | 55'000 | 55'000 | 23'449 | 23'449 | 145'352 CHF | 145'587 CHF | 100.00% | 100.00% |
03.05.2024 | 0.18% | 5.71 CHF | 5.72 CHF | 58'000 | 58'000 | 24'781 | 24'781 | 142'157 CHF | 142'405 CHF | 99.83% | 99.83% |
02.05.2024 | 0.18% | 5.58 CHF | 5.59 CHF | 59'000 | 59'000 | 24'870 | 24'870 | 137'748 CHF | 137'997 CHF | 99.99% | 99.99% |