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 | 0.16% | 6.27 CHF | 6.28 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 564'095 CHF | 564'995 CHF | 100.00% | 100.00% |
16.05.2024 | 0.16% | 6.42 CHF | 6.43 CHF | 90'000 | 90'000 | 89'863 | 89'863 | 571'206 CHF | 572'106 CHF | 100.00% | 100.00% |
15.05.2024 | 0.19% | 6.19 CHF | 6.20 CHF | 100'000 | 100'000 | 96'105 | 96'105 | 570'937 CHF | 571'925 CHF | 99.92% | 99.92% |
14.05.2024 | 0.17% | 5.75 CHF | 5.76 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 571'867 CHF | 572'867 CHF | 99.72% | 99.72% |
13.05.2024 | 0.17% | 5.74 CHF | 5.75 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 576'571 CHF | 577'571 CHF | 100.00% | 100.00% |
10.05.2024 | 0.17% | 5.67 CHF | 5.68 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 576'391 CHF | 577'391 CHF | 99.99% | 99.99% |
08.05.2024 | 0.19% | 5.47 CHF | 5.48 CHF | 100'000 | 100'000 | 99'420 | 99'420 | 542'139 CHF | 543'139 CHF | 99.67% | 99.67% |
07.05.2024 | 0.18% | 5.56 CHF | 5.57 CHF | 100'000 | 100'000 | 99'956 | 99'956 | 546'503 CHF | 547'503 CHF | 99.75% | 99.75% |
06.05.2024 | 0.19% | 5.24 CHF | 5.25 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 517'680 CHF | 518'680 CHF | 100.00% | 100.00% |
03.05.2024 | 0.21% | 4.90 CHF | 4.91 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 533'316 CHF | 534'416 CHF | 99.63% | 99.63% |