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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29.05.2024 | 0.16% | 6.17 CHF | 6.18 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 613'356 CHF | 614'356 CHF | 98.72% | 98.72% |
28.05.2024 | 0.16% | 6.12 CHF | 6.13 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 615'046 CHF | 616'046 CHF | 98.90% | 98.90% |
27.05.2024 | 0.16% | 6.14 CHF | 6.15 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 614'612 CHF | 615'612 CHF | 99.18% | 99.18% |
24.05.2024 | 0.17% | 6.22 CHF | 6.23 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 602'004 CHF | 603'004 CHF | 98.69% | 98.69% |
23.05.2024 | 0.16% | 6.02 CHF | 6.03 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 607'279 CHF | 608'279 CHF | 98.63% | 98.63% |
22.05.2024 | 0.17% | 6.10 CHF | 6.11 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 597'145 CHF | 598'145 CHF | 97.68% | 97.68% |
21.05.2024 | 0.17% | 5.95 CHF | 5.96 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 597'060 CHF | 598'060 CHF | 99.18% | 99.18% |
17.05.2024 | 0.17% | 6.01 CHF | 6.02 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 603'815 CHF | 604'815 CHF | 98.81% | 98.81% |
16.05.2024 | 0.16% | 6.08 CHF | 6.09 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 612'514 CHF | 613'514 CHF | 99.08% | 99.08% |
15.05.2024 | 0.17% | 6.04 CHF | 6.05 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 601'649 CHF | 602'649 CHF | 99.17% | 99.17% |