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% | 6.75 CHF | 6.76 CHF | 12'100 | 12'100 | 12'066 | 12'066 | 81'182 CHF | 81'303 CHF | 100.00% | 100.00% |
15.05.2024 | 0.16% | 6.25 CHF | 6.26 CHF | 12'400 | 12'400 | 12'173 | 12'173 | 76'857 CHF | 76'979 CHF | 99.65% | 99.65% |
14.05.2024 | 0.16% | 6.28 CHF | 6.29 CHF | 12'300 | 12'300 | 12'248 | 12'248 | 75'597 CHF | 75'719 CHF | 99.35% | 99.35% |
13.05.2024 | 0.15% | 6.37 CHF | 6.38 CHF | 11'500 | 11'500 | 11'481 | 11'481 | 74'388 CHF | 74'503 CHF | 100.00% | 100.00% |
10.05.2024 | 0.15% | 6.76 CHF | 6.77 CHF | 12'500 | 12'500 | 12'448 | 12'448 | 82'790 CHF | 82'914 CHF | 100.00% | 100.00% |
08.05.2024 | 0.18% | 5.56 CHF | 5.57 CHF | 15'100 | 15'100 | 15'114 | 15'114 | 82'284 CHF | 82'435 CHF | 98.98% | 98.98% |
07.05.2024 | 0.21% | 5.01 CHF | 5.02 CHF | 16'100 | 16'100 | 16'287 | 16'287 | 77'784 CHF | 77'947 CHF | 99.70% | 99.70% |
06.05.2024 | 0.22% | 4.68 CHF | 4.69 CHF | 17'700 | 17'700 | 17'935 | 17'935 | 81'214 CHF | 81'394 CHF | 100.00% | 100.00% |
03.05.2024 | 0.23% | 4.23 CHF | 4.24 CHF | 17'400 | 17'400 | 17'054 | 17'054 | 75'160 CHF | 75'331 CHF | 99.76% | 99.76% |
02.05.2024 | 0.21% | 4.58 CHF | 4.59 CHF | 16'700 | 16'700 | 16'505 | 16'505 | 77'449 CHF | 77'614 CHF | 100.00% | 100.00% |