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 | 0.14% | 7.37 CHF | 7.38 CHF | 170'000 | 170'000 | 169'426 | 169'426 | 1'232'800 CHF | 1'234'500 CHF | 98.48% | 98.48% |
15.05.2024 | 0.16% | 7.09 CHF | 7.10 CHF | 170'000 | 170'000 | 162'974 | 162'974 | 1'117'590 CHF | 1'119'270 CHF | 100.00% | 100.00% |
14.05.2024 | 0.22% | 6.71 CHF | 6.72 CHF | 170'000 | 170'000 | 128'438 | 128'438 | 852'027 CHF | 853'726 CHF | 99.97% | 99.97% |
13.05.2024 | 0.15% | 6.65 CHF | 6.66 CHF | 170'000 | 170'000 | 169'686 | 169'686 | 1'123'780 CHF | 1'125'480 CHF | 100.00% | 100.00% |
10.05.2024 | 0.15% | 6.52 CHF | 6.53 CHF | 170'000 | 170'000 | 169'686 | 169'686 | 1'121'390 CHF | 1'123'090 CHF | 100.00% | 100.00% |
08.05.2024 | 0.16% | 6.55 CHF | 6.56 CHF | 170'000 | 170'000 | 168'621 | 168'621 | 1'086'940 CHF | 1'088'640 CHF | 93.33% | 93.33% |
07.05.2024 | 0.16% | 6.56 CHF | 6.57 CHF | 170'000 | 170'000 | 169'504 | 169'504 | 1'096'610 CHF | 1'098'310 CHF | 99.45% | 99.45% |
06.05.2024 | 0.16% | 6.32 CHF | 6.33 CHF | 180'000 | 180'000 | 179'668 | 179'668 | 1'120'380 CHF | 1'122'180 CHF | 100.00% | 100.00% |
03.05.2024 | 0.22% | 6.01 CHF | 6.02 CHF | 180'000 | 180'000 | 158'148 | 158'148 | 929'010 CHF | 930'737 CHF | 99.97% | 99.97% |
02.05.2024 | 0.18% | 5.56 CHF | 5.57 CHF | 190'000 | 190'000 | 189'650 | 189'650 | 1'055'510 CHF | 1'057'410 CHF | 99.66% | 99.66% |