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 | 0.17% | 5.98 CHF | 5.99 CHF | 100'000 | 100'000 | 99'060 | 99'060 | 590'194 CHF | 591'186 CHF | 100.00% | 100.00% |
15.05.2024 | 0.17% | 5.90 CHF | 5.91 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 583'553 CHF | 584'545 CHF | 100.00% | 100.00% |
14.05.2024 | 0.17% | 5.90 CHF | 5.91 CHF | 100'000 | 100'000 | 98'987 | 98'987 | 591'518 CHF | 592'509 CHF | 100.00% | 100.00% |
13.05.2024 | 0.17% | 5.99 CHF | 6.00 CHF | 100'000 | 100'000 | 99'061 | 99'061 | 590'724 CHF | 591'715 CHF | 100.00% | 100.00% |
10.05.2024 | 0.17% | 6.00 CHF | 6.01 CHF | 100'000 | 100'000 | 99'062 | 99'062 | 599'342 CHF | 600'333 CHF | 100.00% | 100.00% |
08.05.2024 | 0.17% | 5.96 CHF | 5.97 CHF | 100'000 | 100'000 | 99'059 | 99'059 | 581'786 CHF | 582'778 CHF | 100.00% | 100.00% |
07.05.2024 | 0.17% | 5.91 CHF | 5.92 CHF | 100'000 | 100'000 | 99'064 | 99'064 | 587'108 CHF | 588'099 CHF | 100.00% | 100.00% |
06.05.2024 | 0.17% | 5.95 CHF | 5.96 CHF | 100'000 | 100'000 | 99'063 | 99'063 | 590'748 CHF | 591'740 CHF | 100.00% | 100.00% |
03.05.2024 | 0.17% | 5.93 CHF | 5.94 CHF | 100'000 | 100'000 | 99'242 | 99'242 | 594'212 CHF | 595'205 CHF | 98.82% | 98.82% |
02.05.2024 | 0.17% | 5.99 CHF | 6.00 CHF | 100'000 | 100'000 | 99'060 | 99'060 | 600'628 CHF | 601'620 CHF | 99.94% | 99.94% |