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% | 6.41 CHF | 6.42 CHF | 105'900 | 105'900 | 106'458 | 106'458 | 687'736 CHF | 688'802 CHF | 100.00% | 100.00% |
15.05.2024 | 0.16% | 6.44 CHF | 6.45 CHF | 107'000 | 107'000 | 107'557 | 107'557 | 689'289 CHF | 690'367 CHF | 99.83% | 99.83% |
14.05.2024 | 0.16% | 6.37 CHF | 6.38 CHF | 108'500 | 108'500 | 107'826 | 107'826 | 683'772 CHF | 684'851 CHF | 99.88% | 99.88% |
13.05.2024 | 0.16% | 6.35 CHF | 6.36 CHF | 107'400 | 107'400 | 107'640 | 107'640 | 685'900 CHF | 686'976 CHF | 100.00% | 100.00% |
10.05.2024 | 0.16% | 6.36 CHF | 6.37 CHF | 107'800 | 107'800 | 108'637 | 108'637 | 692'114 CHF | 693'200 CHF | 100.00% | 100.00% |
08.05.2024 | 0.16% | 6.32 CHF | 6.33 CHF | 108'900 | 108'900 | 108'234 | 108'234 | 684'603 CHF | 685'685 CHF | 99.16% | 99.16% |
07.05.2024 | 0.16% | 6.38 CHF | 6.39 CHF | 107'800 | 107'800 | 107'009 | 107'009 | 681'701 CHF | 682'772 CHF | 99.70% | 99.70% |
06.05.2024 | 0.16% | 6.41 CHF | 6.42 CHF | 106'500 | 106'500 | 106'981 | 106'981 | 688'273 CHF | 689'343 CHF | 100.00% | 100.00% |
03.05.2024 | 0.16% | 6.46 CHF | 6.47 CHF | 107'300 | 107'300 | 109'124 | 109'124 | 698'774 CHF | 699'866 CHF | 98.76% | 98.76% |
02.05.2024 | 0.16% | 6.22 CHF | 6.23 CHF | 110'300 | 110'300 | 113'172 | 113'172 | 706'538 CHF | 707'669 CHF | 99.99% | 99.99% |