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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 0.17% | 5.99 CHF | 6.00 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 294'393 CHF | 294'889 CHF | 100.00% | 100.00% |
21.05.2024 | 0.17% | 6.02 CHF | 6.03 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 296'394 CHF | 296'890 CHF | 100.00% | 100.00% |
17.05.2024 | 0.17% | 6.03 CHF | 6.04 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 298'789 CHF | 299'285 CHF | 100.00% | 100.00% |
16.05.2024 | 0.17% | 5.97 CHF | 5.98 CHF | 50'000 | 50'000 | 49'530 | 49'529 | 294'944 CHF | 295'437 CHF | 100.00% | 100.00% |
15.05.2024 | 0.17% | 5.91 CHF | 5.92 CHF | 50'000 | 50'000 | 49'530 | 49'529 | 292'309 CHF | 292'801 CHF | 99.80% | 99.80% |
14.05.2024 | 0.17% | 5.92 CHF | 5.93 CHF | 50'000 | 50'000 | 49'492 | 49'491 | 296'692 CHF | 297'180 CHF | 100.00% | 100.00% |
13.05.2024 | 0.17% | 6.02 CHF | 6.03 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 297'177 CHF | 297'673 CHF | 100.00% | 100.00% |
10.05.2024 | 0.17% | 6.04 CHF | 6.05 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 301'894 CHF | 302'389 CHF | 100.00% | 100.00% |
08.05.2024 | 0.17% | 6.02 CHF | 6.03 CHF | 50'000 | 50'000 | 49'529 | 49'529 | 294'110 CHF | 294'606 CHF | 100.00% | 100.00% |
07.05.2024 | 0.17% | 5.98 CHF | 5.99 CHF | 50'000 | 50'000 | 49'532 | 49'530 | 297'081 CHF | 297'567 CHF | 100.00% | 100.00% |