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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.15% | 6.53 CHF | 6.54 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 522'626 CHF | 523'426 CHF | 100.00% | 100.00% |
16.05.2024 | 0.15% | 6.71 CHF | 6.72 CHF | 80'000 | 80'000 | 79'874 | 79'874 | 530'717 CHF | 531'517 CHF | 100.00% | 100.00% |
15.05.2024 | 0.18% | 6.45 CHF | 6.46 CHF | 80'000 | 80'000 | 76'896 | 76'896 | 472'543 CHF | 473'333 CHF | 99.90% | 99.90% |
14.05.2024 | 0.17% | 5.92 CHF | 5.93 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 469'459 CHF | 470'259 CHF | 99.71% | 99.71% |
13.05.2024 | 0.17% | 5.89 CHF | 5.90 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 474'195 CHF | 474'995 CHF | 100.00% | 100.00% |
10.05.2024 | 0.17% | 5.81 CHF | 5.82 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 473'879 CHF | 474'679 CHF | 99.97% | 99.97% |
08.05.2024 | 0.18% | 5.56 CHF | 5.57 CHF | 80'000 | 80'000 | 79'549 | 79'549 | 440'384 CHF | 441'184 CHF | 99.67% | 99.67% |
07.05.2024 | 0.18% | 5.65 CHF | 5.66 CHF | 80'000 | 80'000 | 79'961 | 79'961 | 444'649 CHF | 445'449 CHF | 99.75% | 99.75% |
06.05.2024 | 0.19% | 5.28 CHF | 5.29 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 416'282 CHF | 417'082 CHF | 100.00% | 100.00% |
03.05.2024 | 0.21% | 4.85 CHF | 4.86 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 382'424 CHF | 383'224 CHF | 99.28% | 99.28% |