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% | 6.78 CHF | 6.79 CHF | 51'000 | 51'000 | 21'973 | 21'973 | 146'013 CHF | 146'234 CHF | 100.00% | 100.00% |
15.05.2024 | 0.16% | 6.58 CHF | 6.59 CHF | 52'000 | 52'000 | 22'458 | 22'458 | 144'583 CHF | 144'809 CHF | 100.00% | 100.00% |
14.05.2024 | 0.17% | 6.14 CHF | 6.15 CHF | 54'000 | 54'000 | 23'298 | 23'298 | 143'517 CHF | 143'750 CHF | 99.88% | 99.88% |
13.05.2024 | 0.17% | 6.16 CHF | 6.17 CHF | 54'000 | 54'000 | 23'093 | 23'093 | 141'280 CHF | 141'511 CHF | 100.00% | 100.00% |
10.05.2024 | 0.17% | 5.88 CHF | 5.89 CHF | 55'000 | 55'000 | 23'517 | 23'517 | 138'494 CHF | 138'729 CHF | 100.00% | 100.00% |
08.05.2024 | 0.17% | 5.85 CHF | 5.86 CHF | 55'000 | 55'000 | 22'929 | 22'929 | 134'549 CHF | 134'779 CHF | 98.98% | 98.98% |
07.05.2024 | 0.17% | 5.99 CHF | 6.00 CHF | 55'000 | 55'000 | 23'388 | 23'388 | 139'524 CHF | 139'758 CHF | 99.67% | 99.67% |
06.05.2024 | 0.18% | 5.87 CHF | 5.88 CHF | 55'000 | 55'000 | 23'448 | 23'448 | 136'121 CHF | 136'356 CHF | 100.00% | 100.00% |
03.05.2024 | 0.19% | 5.32 CHF | 5.33 CHF | 58'000 | 58'000 | 24'775 | 24'775 | 132'401 CHF | 132'649 CHF | 99.81% | 99.81% |
02.05.2024 | 0.20% | 5.19 CHF | 5.20 CHF | 59'000 | 59'000 | 24'865 | 24'865 | 127'873 CHF | 128'122 CHF | 99.98% | 99.98% |