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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.15% | 7.02 CHF | 7.03 CHF | 75'000 | 75'000 | 74'850 | 74'850 | 517'739 CHF | 518'489 CHF | 100.00% | 100.00% |
14.05.2024 | 0.15% | 6.91 CHF | 6.92 CHF | 75'000 | 75'000 | 74'980 | 74'980 | 514'968 CHF | 515'718 CHF | 99.81% | 99.81% |
13.05.2024 | 0.15% | 6.78 CHF | 6.79 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 507'143 CHF | 507'893 CHF | 100.00% | 100.00% |
10.05.2024 | 0.14% | 6.84 CHF | 6.85 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 518'271 CHF | 519'021 CHF | 100.00% | 100.00% |
08.05.2024 | 0.14% | 6.92 CHF | 6.93 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 518'150 CHF | 518'900 CHF | 99.77% | 99.77% |
07.05.2024 | 0.14% | 7.21 CHF | 7.22 CHF | 75'000 | 75'000 | 74'942 | 74'942 | 542'808 CHF | 543'558 CHF | 98.42% | 98.42% |
06.05.2024 | 0.14% | 7.25 CHF | 7.26 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 538'449 CHF | 539'199 CHF | 100.00% | 100.00% |
03.05.2024 | 0.15% | 6.90 CHF | 6.91 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 511'954 CHF | 512'704 CHF | 99.87% | 99.87% |
02.05.2024 | 0.15% | 6.83 CHF | 6.84 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 516'082 CHF | 516'832 CHF | 99.63% | 99.63% |
30.04.2024 | 0.14% | 6.90 CHF | 6.91 CHF | 75'000 | 75'000 | 74'953 | 74'953 | 524'895 CHF | 525'645 CHF | 100.00% | 100.00% |