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% | 6.84 CHF | 6.85 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 337'897 CHF | 338'393 CHF | 100.00% | 100.00% |
15.05.2024 | 0.15% | 6.77 CHF | 6.78 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 334'665 CHF | 335'161 CHF | 99.90% | 99.90% |
14.05.2024 | 0.15% | 6.77 CHF | 6.78 CHF | 50'000 | 50'000 | 49'494 | 49'494 | 338'714 CHF | 339'210 CHF | 100.00% | 100.00% |
13.05.2024 | 0.15% | 6.86 CHF | 6.87 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 338'330 CHF | 338'826 CHF | 100.00% | 100.00% |
10.05.2024 | 0.15% | 6.87 CHF | 6.88 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 342'609 CHF | 343'105 CHF | 99.99% | 99.99% |
08.05.2024 | 0.15% | 6.83 CHF | 6.84 CHF | 50'000 | 50'000 | 49'527 | 49'527 | 333'913 CHF | 334'409 CHF | 100.00% | 100.00% |
07.05.2024 | 0.15% | 6.78 CHF | 6.79 CHF | 50'000 | 50'000 | 49'532 | 49'532 | 336'492 CHF | 336'988 CHF | 100.00% | 100.00% |
06.05.2024 | 0.15% | 6.81 CHF | 6.82 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 338'222 CHF | 338'718 CHF | 99.72% | 99.72% |
03.05.2024 | 0.15% | 6.80 CHF | 6.81 CHF | 50'000 | 50'000 | 49'490 | 49'490 | 339'186 CHF | 339'681 CHF | 97.64% | 97.64% |
02.05.2024 | 0.15% | 6.86 CHF | 6.87 CHF | 50'000 | 50'000 | 49'528 | 49'528 | 343'450 CHF | 343'946 CHF | 99.56% | 99.56% |