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 | 0.16% | 6.42 CHF | 6.43 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 319'832 CHF | 320'328 CHF | 100.00% | 100.00% |
15.05.2024 | 0.16% | 6.45 CHF | 6.46 CHF | 50'000 | 50'000 | 49'556 | 49'556 | 314'026 CHF | 314'522 CHF | 99.80% | 99.80% |
14.05.2024 | 0.16% | 6.20 CHF | 6.21 CHF | 50'000 | 50'000 | 49'600 | 49'600 | 305'588 CHF | 306'085 CHF | 99.75% | 99.75% |
13.05.2024 | 0.16% | 6.09 CHF | 6.10 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 304'428 CHF | 304'924 CHF | 100.00% | 100.00% |
10.05.2024 | 0.16% | 6.32 CHF | 6.33 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 316'291 CHF | 316'787 CHF | 99.98% | 99.98% |
08.05.2024 | 0.17% | 5.90 CHF | 5.91 CHF | 50'000 | 50'000 | 49'532 | 49'532 | 291'866 CHF | 292'362 CHF | 100.00% | 100.00% |
07.05.2024 | 0.17% | 5.92 CHF | 5.93 CHF | 50'000 | 50'000 | 49'532 | 49'532 | 293'406 CHF | 293'901 CHF | 100.00% | 100.00% |
06.05.2024 | 0.17% | 5.98 CHF | 5.99 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 294'928 CHF | 295'424 CHF | 100.00% | 100.00% |
03.05.2024 | 0.17% | 5.71 CHF | 5.72 CHF | 50'000 | 50'000 | 49'616 | 49'616 | 286'178 CHF | 286'675 CHF | 96.88% | 96.88% |
02.05.2024 | 0.17% | 5.85 CHF | 5.86 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 288'727 CHF | 289'222 CHF | 99.84% | 99.84% |