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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.16% | 6.47 CHF | 6.48 CHF | 45'000 | 45'000 | 45'341 | 45'341 | 290'992 CHF | 291'445 CHF | 100.00% | 100.00% |
16.05.2024 | 0.16% | 6.27 CHF | 6.28 CHF | 47'000 | 47'000 | 46'482 | 46'482 | 290'048 CHF | 290'513 CHF | 100.00% | 100.00% |
15.05.2024 | 0.16% | 6.14 CHF | 6.15 CHF | 47'000 | 47'000 | 46'765 | 46'765 | 289'048 CHF | 289'516 CHF | 99.99% | 99.99% |
14.05.2024 | 0.16% | 6.15 CHF | 6.16 CHF | 47'000 | 47'000 | 47'318 | 47'318 | 289'915 CHF | 290'388 CHF | 100.00% | 100.00% |
13.05.2024 | 0.16% | 6.16 CHF | 6.17 CHF | 47'000 | 47'000 | 47'303 | 47'303 | 290'030 CHF | 290'503 CHF | 100.00% | 100.00% |
10.05.2024 | 0.16% | 6.18 CHF | 6.19 CHF | 47'000 | 47'000 | 46'707 | 46'707 | 290'942 CHF | 291'410 CHF | 100.00% | 100.00% |
08.05.2024 | 0.16% | 6.08 CHF | 6.09 CHF | 48'000 | 48'000 | 47'696 | 47'696 | 290'266 CHF | 290'743 CHF | 99.06% | 99.06% |
07.05.2024 | 0.16% | 6.18 CHF | 6.19 CHF | 47'000 | 47'000 | 46'694 | 46'694 | 287'996 CHF | 288'464 CHF | 100.00% | 100.00% |
06.05.2024 | - | 6.04 CHF | 6.11 CHF | 5'000 | 5'000 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
03.05.2024 | 0.17% | 6.02 CHF | 6.03 CHF | 48'000 | 48'000 | 47'706 | 47'706 | 288'272 CHF | 288'749 CHF | 100.00% | 100.00% |