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 | 0.14% | 6.89 CHF | 6.90 CHF | 16'600 | 16'600 | 16'600 | 16'600 | 116'191 CHF | 116'357 CHF | 99.26% | 99.26% |
16.05.2024 | 0.15% | 6.50 CHF | 6.51 CHF | 16'000 | 16'000 | 15'987 | 15'987 | 106'460 CHF | 106'620 CHF | 100.00% | 100.00% |
15.05.2024 | 0.14% | 7.04 CHF | 7.05 CHF | 15'500 | 15'500 | 15'474 | 15'474 | 107'949 CHF | 108'104 CHF | 99.99% | 99.99% |
14.05.2024 | 0.15% | 7.10 CHF | 7.11 CHF | 16'000 | 16'000 | 16'128 | 16'128 | 110'184 CHF | 110'345 CHF | 99.70% | 99.70% |
13.05.2024 | 0.15% | 6.70 CHF | 6.71 CHF | 17'100 | 17'100 | 17'100 | 17'100 | 113'854 CHF | 114'025 CHF | 99.50% | 99.50% |
10.05.2024 | 0.16% | 6.46 CHF | 6.47 CHF | 19'400 | 19'400 | 19'578 | 19'578 | 122'247 CHF | 122'443 CHF | 100.00% | 100.00% |
08.05.2024 | 0.17% | 5.72 CHF | 5.73 CHF | 21'000 | 21'000 | 21'000 | 21'000 | 120'167 CHF | 120'377 CHF | 98.93% | 98.93% |
07.05.2024 | 0.20% | 5.36 CHF | 5.37 CHF | 24'000 | 24'000 | 24'045 | 24'045 | 123'252 CHF | 123'492 CHF | 99.41% | 99.41% |
06.05.2024 | 0.21% | 4.63 CHF | 4.64 CHF | 24'600 | 24'600 | 24'568 | 24'568 | 118'399 CHF | 118'645 CHF | 100.00% | 100.00% |
03.05.2024 | 0.21% | 4.59 CHF | 4.60 CHF | 22'800 | 22'800 | 22'789 | 22'789 | 110'579 CHF | 110'807 CHF | 99.88% | 99.88% |