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 | 0.14% | 6.83 CHF | 6.84 CHF | 44'000 | 44'000 | 43'785 | 43'785 | 304'192 CHF | 304'630 CHF | 99.97% | 99.97% |
15.05.2024 | 0.15% | 7.01 CHF | 7.02 CHF | 44'000 | 44'000 | 43'731 | 43'731 | 300'740 CHF | 301'178 CHF | 100.00% | 100.00% |
14.05.2024 | 0.15% | 6.80 CHF | 6.81 CHF | 44'000 | 44'000 | 43'810 | 43'810 | 297'565 CHF | 298'003 CHF | 99.93% | 99.93% |
13.05.2024 | 0.15% | 6.80 CHF | 6.81 CHF | 44'000 | 44'000 | 43'819 | 43'819 | 299'734 CHF | 300'172 CHF | 100.00% | 100.00% |
10.05.2024 | 0.14% | 6.93 CHF | 6.94 CHF | 44'000 | 44'000 | 43'819 | 43'819 | 302'630 CHF | 303'068 CHF | 100.00% | 100.00% |
08.05.2024 | 0.15% | 6.51 CHF | 6.52 CHF | 44'000 | 44'000 | 43'809 | 43'809 | 284'411 CHF | 284'849 CHF | 99.07% | 99.07% |
07.05.2024 | 0.16% | 6.54 CHF | 6.55 CHF | 44'000 | 44'000 | 45'139 | 45'139 | 290'534 CHF | 290'986 CHF | 98.49% | 98.49% |
06.05.2024 | 0.18% | 5.54 CHF | 5.55 CHF | 52'000 | 52'000 | 51'786 | 51'786 | 283'391 CHF | 283'908 CHF | 100.00% | 100.00% |
03.05.2024 | 0.18% | 5.37 CHF | 5.38 CHF | 52'000 | 52'000 | 51'785 | 51'785 | 281'684 CHF | 282'202 CHF | 99.92% | 99.92% |
02.05.2024 | 0.18% | 5.38 CHF | 5.39 CHF | 52'000 | 52'000 | 51'786 | 51'786 | 285'752 CHF | 286'270 CHF | 99.99% | 99.99% |