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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 0.15% | 6.87 CHF | 6.88 CHF | 30'000 | 30'000 | 29'877 | 29'877 | 203'689 CHF | 203'988 CHF | 100.00% | 100.00% |
21.05.2024 | 0.15% | 6.96 CHF | 6.97 CHF | 30'400 | 30'400 | 30'232 | 30'232 | 208'407 CHF | 208'710 CHF | 99.98% | 99.98% |
17.05.2024 | 0.16% | 6.40 CHF | 6.41 CHF | 32'700 | 32'700 | 32'867 | 32'867 | 205'688 CHF | 206'017 CHF | 99.33% | 99.33% |
16.05.2024 | 0.16% | 6.31 CHF | 6.32 CHF | 35'500 | 35'500 | 35'215 | 35'215 | 222'156 CHF | 222'509 CHF | 99.90% | 99.90% |
15.05.2024 | 0.17% | 5.95 CHF | 5.96 CHF | 36'700 | 36'700 | 36'453 | 36'453 | 210'114 CHF | 210'479 CHF | 99.90% | 99.90% |
14.05.2024 | 0.17% | 5.72 CHF | 5.73 CHF | 35'000 | 35'000 | 34'855 | 34'855 | 201'750 CHF | 202'098 CHF | 99.46% | 99.46% |
13.05.2024 | 0.17% | 5.97 CHF | 5.98 CHF | 35'400 | 35'400 | 35'254 | 35'254 | 210'369 CHF | 210'721 CHF | 100.00% | 100.00% |
10.05.2024 | 0.17% | 5.90 CHF | 5.91 CHF | 34'000 | 34'000 | 33'860 | 33'860 | 202'797 CHF | 203'135 CHF | 100.00% | 100.00% |
08.05.2024 | 0.17% | 5.92 CHF | 5.93 CHF | 36'600 | 36'600 | 36'443 | 36'443 | 215'812 CHF | 216'176 CHF | 99.14% | 99.14% |
07.05.2024 | 0.19% | 5.65 CHF | 5.66 CHF | 39'700 | 39'700 | 39'742 | 39'742 | 213'319 CHF | 213'717 CHF | 99.63% | 99.63% |