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 | 0.26% | 7.02 CHF | 7.03 CHF | 57'600 | 57'600 | 25'756 | 25'756 | 182'079 CHF | 182'469 CHF | 100.00% | 100.00% |
15.05.2024 | 0.25% | 6.87 CHF | 6.88 CHF | 57'200 | 57'200 | 25'356 | 25'356 | 176'353 CHF | 176'737 CHF | 99.99% | 99.99% |
14.05.2024 | 0.26% | 6.94 CHF | 6.95 CHF | 57'000 | 57'000 | 25'534 | 25'534 | 177'383 CHF | 177'769 CHF | 100.00% | 100.00% |
13.05.2024 | 0.25% | 7.10 CHF | 7.11 CHF | 56'100 | 56'100 | 24'953 | 24'953 | 180'817 CHF | 181'194 CHF | 100.00% | 100.00% |
10.05.2024 | 0.24% | 7.30 CHF | 7.31 CHF | 53'600 | 53'600 | 23'846 | 23'846 | 180'371 CHF | 180'731 CHF | 100.00% | 100.00% |
08.05.2024 | 0.24% | 7.37 CHF | 7.38 CHF | 54'200 | 54'200 | 23'935 | 23'935 | 176'165 CHF | 176'529 CHF | 98.97% | 98.97% |
07.05.2024 | 0.24% | 7.57 CHF | 7.58 CHF | 53'600 | 53'600 | 24'467 | 24'467 | 182'274 CHF | 182'643 CHF | 97.82% | 97.82% |
06.05.2024 | 0.25% | 7.20 CHF | 7.21 CHF | 56'900 | 56'900 | 25'524 | 25'524 | 180'777 CHF | 181'164 CHF | 100.00% | 100.00% |
03.05.2024 | 0.26% | 7.08 CHF | 7.09 CHF | 58'300 | 58'300 | 26'076 | 26'076 | 183'610 CHF | 184'004 CHF | 99.48% | 99.48% |
02.05.2024 | 0.28% | 6.64 CHF | 6.65 CHF | 64'400 | 64'400 | 29'057 | 29'057 | 189'360 CHF | 189'800 CHF | 99.78% | 99.78% |