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 | 0.31% | 6.28 CHF | 6.30 CHF | 31'600 | 31'600 | 30'891 | 30'891 | 200'846 CHF | 201'464 CHF | 100.00% | 100.00% |
15.05.2024 | 0.29% | 6.78 CHF | 6.80 CHF | 31'500 | 31'500 | 31'288 | 31'288 | 213'256 CHF | 213'883 CHF | 100.00% | 100.00% |
14.05.2024 | 0.31% | 6.55 CHF | 6.57 CHF | 31'500 | 31'500 | 31'511 | 31'511 | 205'784 CHF | 206'415 CHF | 99.67% | 99.67% |
13.05.2024 | 0.31% | 6.53 CHF | 6.55 CHF | 31'700 | 31'700 | 32'132 | 32'132 | 208'431 CHF | 209'074 CHF | 100.00% | 100.00% |
10.05.2024 | 0.30% | 6.50 CHF | 6.52 CHF | 32'800 | 32'800 | 32'145 | 32'145 | 212'355 CHF | 212'998 CHF | 100.00% | 100.00% |
08.05.2024 | 0.33% | 6.06 CHF | 6.08 CHF | 33'800 | 33'800 | 33'656 | 33'656 | 204'743 CHF | 205'416 CHF | 99.14% | 99.14% |
07.05.2024 | 0.33% | 6.17 CHF | 6.19 CHF | 33'600 | 33'600 | 33'459 | 33'459 | 204'548 CHF | 205'217 CHF | 99.64% | 99.64% |
06.05.2024 | 0.32% | 6.22 CHF | 6.24 CHF | 34'100 | 34'100 | 33'959 | 33'959 | 210'456 CHF | 211'135 CHF | 100.00% | 100.00% |
03.05.2024 | 0.32% | 6.08 CHF | 6.10 CHF | 33'600 | 33'600 | 33'463 | 33'463 | 205'840 CHF | 206'509 CHF | 99.90% | 99.90% |
02.05.2024 | 0.32% | 6.18 CHF | 6.20 CHF | 35'100 | 35'100 | 34'955 | 34'955 | 216'334 CHF | 217'033 CHF | 99.97% | 99.97% |