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 | 0.14% | 7.02 CHF | 7.03 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 346'687 CHF | 347'180 CHF | 100.00% | 100.00% |
15.05.2024 | 0.15% | 6.96 CHF | 6.97 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 344'174 CHF | 344'670 CHF | 100.00% | 100.00% |
14.05.2024 | 0.14% | 6.97 CHF | 6.98 CHF | 50'000 | 50'000 | 49'494 | 49'493 | 348'654 CHF | 349'143 CHF | 100.00% | 100.00% |
13.05.2024 | 0.14% | 7.06 CHF | 7.07 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 349'114 CHF | 349'610 CHF | 100.00% | 100.00% |
10.05.2024 | 0.14% | 7.09 CHF | 7.10 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 353'797 CHF | 354'292 CHF | 100.00% | 100.00% |
08.05.2024 | 0.14% | 7.07 CHF | 7.08 CHF | 50'000 | 50'000 | 49'529 | 49'529 | 346'134 CHF | 346'629 CHF | 100.00% | 100.00% |
07.05.2024 | 0.14% | 7.03 CHF | 7.04 CHF | 50'000 | 50'000 | 49'532 | 49'530 | 349'021 CHF | 349'506 CHF | 100.00% | 100.00% |
06.05.2024 | 0.14% | 7.06 CHF | 7.07 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 350'438 CHF | 350'934 CHF | 100.00% | 100.00% |
03.05.2024 | 0.14% | 7.05 CHF | 7.06 CHF | 50'000 | 50'000 | 49'494 | 49'494 | 351'467 CHF | 351'963 CHF | 98.50% | 98.50% |
02.05.2024 | 0.14% | 7.10 CHF | 7.11 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 354'787 CHF | 355'283 CHF | 99.92% | 99.92% |