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 | 0.14% | 7.02 CHF | 7.03 CHF | 28'000 | 28'000 | 27'979 | 27'979 | 195'799 CHF | 196'079 CHF | 100.00% | 100.00% |
15.05.2024 | 0.15% | 6.63 CHF | 6.64 CHF | 29'000 | 29'000 | 28'943 | 28'943 | 191'765 CHF | 192'055 CHF | 100.00% | 100.00% |
14.05.2024 | 0.15% | 6.58 CHF | 6.59 CHF | 29'000 | 29'000 | 28'997 | 28'997 | 190'545 CHF | 190'835 CHF | 100.00% | 100.00% |
13.05.2024 | 0.15% | 6.75 CHF | 6.76 CHF | 29'000 | 29'000 | 28'512 | 28'512 | 192'967 CHF | 193'252 CHF | 100.00% | 100.00% |
10.05.2024 | 0.15% | 6.82 CHF | 6.83 CHF | 28'000 | 28'000 | 28'200 | 28'200 | 191'573 CHF | 191'855 CHF | 100.00% | 100.00% |
08.05.2024 | 0.15% | 6.62 CHF | 6.63 CHF | 29'000 | 29'000 | 29'000 | 29'000 | 190'952 CHF | 191'242 CHF | 99.08% | 99.08% |
07.05.2024 | 0.16% | 6.52 CHF | 6.53 CHF | 29'000 | 29'000 | 29'355 | 29'355 | 188'980 CHF | 189'273 CHF | 99.94% | 99.94% |
06.05.2024 | 0.16% | 6.39 CHF | 6.40 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 190'234 CHF | 190'534 CHF | 100.00% | 100.00% |
03.05.2024 | 0.16% | 6.20 CHF | 6.21 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 187'582 CHF | 187'882 CHF | 99.98% | 99.98% |
02.05.2024 | 0.16% | 6.19 CHF | 6.20 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 186'649 CHF | 186'949 CHF | 100.00% | 100.00% |