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% | 6.75 CHF | 6.76 CHF | 36'000 | 36'000 | 35'658 | 35'658 | 239'819 CHF | 240'176 CHF | 98.84% | 98.84% |
15.05.2024 | 0.16% | 6.36 CHF | 6.37 CHF | 37'000 | 37'000 | 36'653 | 36'653 | 233'002 CHF | 233'369 CHF | 99.97% | 99.97% |
14.05.2024 | 0.16% | 6.31 CHF | 6.32 CHF | 37'000 | 37'000 | 37'255 | 37'255 | 234'883 CHF | 235'255 CHF | 99.17% | 99.17% |
13.05.2024 | 0.16% | 6.48 CHF | 6.49 CHF | 37'000 | 37'000 | 36'628 | 36'628 | 238'146 CHF | 238'513 CHF | 99.81% | 99.81% |
10.05.2024 | 0.15% | 6.55 CHF | 6.56 CHF | 36'000 | 36'000 | 36'647 | 36'647 | 239'100 CHF | 239'467 CHF | 99.35% | 99.35% |
08.05.2024 | 0.16% | 6.35 CHF | 6.36 CHF | 37'000 | 37'000 | 37'046 | 37'046 | 234'016 CHF | 234'387 CHF | 99.49% | 99.49% |
07.05.2024 | 0.16% | 6.26 CHF | 6.27 CHF | 38'000 | 38'000 | 37'596 | 37'596 | 231'981 CHF | 232'358 CHF | 99.66% | 99.66% |
06.05.2024 | 0.17% | 6.13 CHF | 6.14 CHF | 38'000 | 38'000 | 37'580 | 37'580 | 228'396 CHF | 228'772 CHF | 98.39% | 98.39% |
03.05.2024 | 0.17% | 5.94 CHF | 5.95 CHF | 39'000 | 39'000 | 38'204 | 38'204 | 228'789 CHF | 229'171 CHF | 97.70% | 97.70% |
02.05.2024 | 0.17% | 5.92 CHF | 5.93 CHF | 39'000 | 39'000 | 38'815 | 38'815 | 231'221 CHF | 231'609 CHF | 99.27% | 99.27% |