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% | 6.35 CHF | 6.36 CHF | 75'000 | 75'000 | 74'927 | 74'927 | 481'769 CHF | 482'519 CHF | 100.00% | 100.00% |
15.05.2024 | 0.16% | 6.23 CHF | 6.24 CHF | 75'000 | 75'000 | 74'849 | 74'849 | 458'755 CHF | 459'505 CHF | 100.00% | 100.00% |
14.05.2024 | 0.16% | 6.12 CHF | 6.13 CHF | 75'000 | 75'000 | 74'981 | 74'981 | 456'036 CHF | 456'786 CHF | 99.81% | 99.81% |
13.05.2024 | 0.17% | 5.99 CHF | 6.00 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 448'022 CHF | 448'772 CHF | 100.00% | 100.00% |
10.05.2024 | 0.16% | 6.05 CHF | 6.06 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 459'085 CHF | 459'835 CHF | 100.00% | 100.00% |
08.05.2024 | 0.16% | 6.13 CHF | 6.14 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 458'743 CHF | 459'493 CHF | 99.77% | 99.77% |
07.05.2024 | 0.16% | 6.41 CHF | 6.42 CHF | 75'000 | 75'000 | 74'940 | 74'940 | 483'143 CHF | 483'893 CHF | 98.42% | 98.42% |
06.05.2024 | 0.16% | 6.45 CHF | 6.46 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 478'670 CHF | 479'420 CHF | 100.00% | 100.00% |
03.05.2024 | 0.17% | 6.10 CHF | 6.11 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 451'774 CHF | 452'524 CHF | 99.89% | 99.89% |
02.05.2024 | 0.16% | 6.02 CHF | 6.03 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 456'269 CHF | 457'019 CHF | 99.64% | 99.64% |