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 | 0.65% | 6.18 CHF | 6.22 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 246'804 CHF | 248'404 CHF | 99.27% | 99.27% |
15.05.2024 | 0.65% | 6.18 CHF | 6.22 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 246'941 CHF | 248'541 CHF | 99.39% | 99.39% |
14.05.2024 | 0.65% | 6.18 CHF | 6.22 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 247'240 CHF | 248'840 CHF | 99.17% | 99.17% |
13.05.2024 | 0.64% | 6.21 CHF | 6.25 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 247'529 CHF | 249'129 CHF | 99.38% | 99.38% |
10.05.2024 | 0.65% | 6.16 CHF | 6.20 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 246'443 CHF | 248'043 CHF | 99.39% | 99.39% |
08.05.2024 | 0.65% | 6.14 CHF | 6.18 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 246'333 CHF | 247'933 CHF | 99.39% | 99.39% |
07.05.2024 | 0.65% | 6.12 CHF | 6.16 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 245'549 CHF | 247'149 CHF | 99.25% | 99.25% |
06.05.2024 | 0.64% | 6.18 CHF | 6.22 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 247'284 CHF | 248'884 CHF | 99.22% | 99.22% |
03.05.2024 | 0.64% | 6.20 CHF | 6.24 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 248'601 CHF | 250'201 CHF | 99.39% | 99.39% |
02.05.2024 | 0.64% | 6.24 CHF | 6.28 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 249'909 CHF | 251'509 CHF | 99.38% | 99.38% |