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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.05.2024 | 0.27% | 6.78 CHF | 6.80 CHF | 75'000 | 75'000 | 76'870 | 76'870 | 522'493 CHF | 523'895 CHF | 99.65% | 99.65% |
23.05.2024 | 0.46% | 6.58 CHF | 6.61 CHF | 75'000 | 75'000 | 72'850 | 72'850 | 496'123 CHF | 498'177 CHF | 98.45% | 98.45% |
22.05.2024 | 0.21% | 7.61 CHF | 7.68 CHF | 25'000 | 25'000 | 89'031 | 88'990 | 704'724 CHF | 705'460 CHF | 98.88% | 98.88% |
21.05.2024 | 0.59% | 8.35 CHF | 8.37 CHF | 50'000 | 50'000 | 60'638 | 60'638 | 481'899 CHF | 483'234 CHF | 99.98% | 99.98% |
17.05.2024 | 0.16% | 6.86 CHF | 6.88 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 630'275 CHF | 631'306 CHF | 99.82% | 99.82% |
16.05.2024 | 0.50% | 5.92 CHF | 5.93 CHF | 100'000 | 100'000 | 84'236 | 84'236 | 498'417 CHF | 499'652 CHF | 99.00% | 99.00% |
15.05.2024 | 0.81% | 5.69 CHF | 5.80 CHF | 20'000 | 20'000 | 73'261 | 73'261 | 385'017 CHF | 386'418 CHF | 96.79% | 96.79% |
14.05.2024 | 0.23% | 4.97 CHF | 4.98 CHF | 100'000 | 100'000 | 98'952 | 98'952 | 487'074 CHF | 488'090 CHF | 97.89% | 97.89% |
13.05.2024 | 0.25% | 4.71 CHF | 4.72 CHF | 100'000 | 100'000 | 98'502 | 98'502 | 465'398 CHF | 466'420 CHF | 100.00% | 100.00% |
10.05.2024 | 0.20% | 4.74 CHF | 4.75 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 505'196 CHF | 506'196 CHF | 98.67% | 98.67% |