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 | 0.17% | 6.26 CHF | 6.27 CHF | 51'000 | 51'000 | 21'972 | 21'972 | 134'729 CHF | 134'949 CHF | 100.00% | 100.00% |
15.05.2024 | 0.17% | 6.07 CHF | 6.08 CHF | 52'000 | 52'000 | 22'458 | 22'458 | 133'071 CHF | 133'296 CHF | 100.00% | 100.00% |
14.05.2024 | 0.18% | 5.62 CHF | 5.63 CHF | 54'000 | 54'000 | 23'298 | 23'298 | 131'531 CHF | 131'765 CHF | 99.88% | 99.88% |
13.05.2024 | 0.18% | 5.65 CHF | 5.66 CHF | 54'000 | 54'000 | 23'094 | 23'094 | 129'413 CHF | 129'645 CHF | 100.00% | 100.00% |
10.05.2024 | 0.19% | 5.37 CHF | 5.38 CHF | 55'000 | 55'000 | 23'516 | 23'516 | 126'398 CHF | 126'634 CHF | 100.00% | 100.00% |
08.05.2024 | 0.19% | 5.34 CHF | 5.35 CHF | 55'000 | 55'000 | 22'930 | 22'930 | 122'745 CHF | 122'975 CHF | 99.01% | 99.01% |
07.05.2024 | 0.19% | 5.48 CHF | 5.49 CHF | 55'000 | 55'000 | 23'387 | 23'387 | 127'514 CHF | 127'749 CHF | 99.67% | 99.67% |
06.05.2024 | 0.19% | 5.36 CHF | 5.37 CHF | 55'000 | 55'000 | 23'449 | 23'449 | 124'115 CHF | 124'350 CHF | 100.00% | 100.00% |
03.05.2024 | 0.21% | 4.81 CHF | 4.82 CHF | 58'000 | 58'000 | 24'774 | 24'774 | 119'689 CHF | 119'937 CHF | 99.80% | 99.80% |
02.05.2024 | 0.22% | 4.67 CHF | 4.68 CHF | 59'000 | 59'000 | 24'858 | 24'858 | 114'998 CHF | 115'247 CHF | 99.99% | 99.99% |