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 | 0.16% | 6.19 CHF | 6.20 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 625'248 CHF | 626'248 CHF | 99.02% | 99.02% |
15.05.2024 | 0.17% | 6.33 CHF | 6.34 CHF | 100'000 | 100'000 | 97'939 | 97'939 | 611'842 CHF | 612'832 CHF | 98.07% | 98.07% |
14.05.2024 | 0.16% | 6.23 CHF | 6.24 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 618'212 CHF | 619'212 CHF | 97.70% | 97.70% |
13.05.2024 | 0.16% | 6.21 CHF | 6.22 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 618'408 CHF | 619'408 CHF | 99.99% | 99.99% |
10.05.2024 | 0.16% | 6.17 CHF | 6.18 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 622'324 CHF | 623'324 CHF | 98.68% | 98.68% |
08.05.2024 | 0.17% | 5.94 CHF | 5.95 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 593'362 CHF | 594'362 CHF | 100.00% | 100.00% |
07.05.2024 | 0.18% | 5.84 CHF | 5.85 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 569'588 CHF | 570'588 CHF | 99.99% | 99.99% |
06.05.2024 | 0.18% | 5.53 CHF | 5.54 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 549'563 CHF | 550'563 CHF | 99.99% | 99.99% |
03.05.2024 | 0.19% | 5.32 CHF | 5.33 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 533'377 CHF | 534'377 CHF | 97.36% | 97.36% |
02.05.2024 | 0.19% | 5.24 CHF | 5.25 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 525'918 CHF | 526'918 CHF | 99.43% | 99.43% |