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 | 0.15% | 6.84 CHF | 6.85 CHF | 36'500 | 36'500 | 36'519 | 36'519 | 246'549 CHF | 246'914 CHF | 100.00% | 100.00% |
15.05.2024 | 0.15% | 6.56 CHF | 6.57 CHF | 38'000 | 38'000 | 37'644 | 37'644 | 246'907 CHF | 247'284 CHF | 100.00% | 100.00% |
14.05.2024 | 0.15% | 6.54 CHF | 6.55 CHF | 38'000 | 38'000 | 38'188 | 38'188 | 247'973 CHF | 248'355 CHF | 98.89% | 98.89% |
13.05.2024 | 0.15% | 6.58 CHF | 6.59 CHF | 38'000 | 38'000 | 37'351 | 37'351 | 246'410 CHF | 246'784 CHF | 100.00% | 100.00% |
10.05.2024 | 0.15% | 6.62 CHF | 6.63 CHF | 37'500 | 37'500 | 37'226 | 37'226 | 246'315 CHF | 246'688 CHF | 93.35% | 99.47% |
08.05.2024 | 0.15% | 6.60 CHF | 6.61 CHF | 37'500 | 37'500 | 37'819 | 37'819 | 248'410 CHF | 248'789 CHF | 99.46% | 99.46% |
07.05.2024 | 0.16% | 6.52 CHF | 6.53 CHF | 38'000 | 38'000 | 38'106 | 38'106 | 246'937 CHF | 247'319 CHF | 99.65% | 99.65% |
06.05.2024 | 0.16% | 6.40 CHF | 6.41 CHF | 39'000 | 39'000 | 38'594 | 38'594 | 246'228 CHF | 246'615 CHF | 96.62% | 98.62% |
03.05.2024 | 0.16% | 6.26 CHF | 6.27 CHF | 40'000 | 40'000 | 39'433 | 39'433 | 248'187 CHF | 248'582 CHF | 97.69% | 97.69% |
02.05.2024 | 0.16% | 6.29 CHF | 6.30 CHF | 39'500 | 39'500 | 39'310 | 39'310 | 248'554 CHF | 248'948 CHF | 99.51% | 99.51% |