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 | 0.16% | 6.18 CHF | 6.19 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 305'267 CHF | 305'763 CHF | 100.00% | 100.00% |
15.05.2024 | 0.17% | 6.12 CHF | 6.13 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 302'654 CHF | 303'150 CHF | 100.00% | 100.00% |
14.05.2024 | 0.16% | 6.13 CHF | 6.14 CHF | 50'000 | 50'000 | 49'491 | 49'491 | 307'046 CHF | 307'541 CHF | 99.89% | 99.89% |
13.05.2024 | 0.16% | 6.22 CHF | 6.23 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 307'540 CHF | 308'036 CHF | 100.00% | 100.00% |
10.05.2024 | 0.16% | 6.25 CHF | 6.26 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 312'242 CHF | 312'738 CHF | 100.00% | 100.00% |
08.05.2024 | 0.16% | 6.23 CHF | 6.24 CHF | 50'000 | 50'000 | 49'529 | 49'529 | 304'495 CHF | 304'991 CHF | 100.00% | 100.00% |
07.05.2024 | 0.16% | 6.19 CHF | 6.20 CHF | 50'000 | 50'000 | 49'532 | 49'530 | 307'439 CHF | 307'925 CHF | 100.00% | 100.00% |
06.05.2024 | 0.16% | 6.23 CHF | 6.24 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 308'968 CHF | 309'464 CHF | 99.75% | 99.75% |
03.05.2024 | 0.16% | 6.21 CHF | 6.22 CHF | 50'000 | 50'000 | 49'714 | 49'714 | 311'372 CHF | 311'869 CHF | 97.89% | 97.89% |
02.05.2024 | 0.16% | 6.25 CHF | 6.26 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 312'992 CHF | 313'488 CHF | 99.86% | 99.86% |