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% | 6.70 CHF | 6.71 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 331'071 CHF | 331'567 CHF | 100.00% | 100.00% |
15.05.2024 | 0.15% | 6.63 CHF | 6.64 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 327'837 CHF | 328'333 CHF | 99.91% | 99.91% |
14.05.2024 | 0.15% | 6.63 CHF | 6.64 CHF | 50'000 | 50'000 | 49'466 | 49'466 | 331'699 CHF | 332'194 CHF | 99.99% | 99.99% |
13.05.2024 | 0.15% | 6.72 CHF | 6.73 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 331'482 CHF | 331'978 CHF | 100.00% | 100.00% |
10.05.2024 | 0.15% | 6.73 CHF | 6.74 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 335'787 CHF | 336'283 CHF | 100.00% | 100.00% |
08.05.2024 | 0.15% | 6.69 CHF | 6.70 CHF | 50'000 | 50'000 | 49'529 | 49'529 | 327'071 CHF | 327'567 CHF | 100.00% | 100.00% |
07.05.2024 | 0.15% | 6.64 CHF | 6.65 CHF | 50'000 | 50'000 | 49'532 | 49'532 | 329'670 CHF | 330'166 CHF | 100.00% | 100.00% |
06.05.2024 | 0.15% | 6.67 CHF | 6.68 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 331'392 CHF | 331'888 CHF | 100.00% | 100.00% |
03.05.2024 | 0.15% | 6.66 CHF | 6.67 CHF | 50'000 | 50'000 | 49'494 | 49'494 | 332'392 CHF | 332'888 CHF | 98.49% | 98.49% |
02.05.2024 | 0.15% | 6.72 CHF | 6.73 CHF | 50'000 | 50'000 | 49'529 | 49'529 | 336'588 CHF | 337'084 CHF | 99.78% | 99.78% |