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 | 0.30% | 6.58 CHF | 6.60 CHF | 29'700 | 29'700 | 29'510 | 29'510 | 193'874 CHF | 194'464 CHF | 100.00% | 100.00% |
15.05.2024 | 0.29% | 6.60 CHF | 6.62 CHF | 28'300 | 28'300 | 28'307 | 28'307 | 193'001 CHF | 193'568 CHF | 100.00% | 100.00% |
14.05.2024 | 0.30% | 6.78 CHF | 6.80 CHF | 28'800 | 28'800 | 28'800 | 28'800 | 193'254 CHF | 193'830 CHF | 98.50% | 98.50% |
13.05.2024 | 0.30% | 6.77 CHF | 6.79 CHF | 29'100 | 29'100 | 29'100 | 29'100 | 195'187 CHF | 195'769 CHF | 100.00% | 100.00% |
10.05.2024 | 0.44% | 6.70 CHF | 6.73 CHF | 27'600 | 27'600 | 27'662 | 27'662 | 188'200 CHF | 189'030 CHF | 100.00% | 100.00% |
08.05.2024 | 0.41% | 7.06 CHF | 7.09 CHF | 25'000 | 25'000 | 25'205 | 25'205 | 183'648 CHF | 184'405 CHF | 99.24% | 99.24% |
07.05.2024 | 0.38% | 7.68 CHF | 7.71 CHF | 24'500 | 24'500 | 24'499 | 24'499 | 192'186 CHF | 192'921 CHF | 95.30% | 95.30% |
06.05.2024 | 0.40% | 7.89 CHF | 7.92 CHF | 25'000 | 25'000 | 24'762 | 24'762 | 187'559 CHF | 188'302 CHF | 100.00% | 100.00% |
03.05.2024 | 0.39% | 7.76 CHF | 7.79 CHF | 25'100 | 25'100 | 24'997 | 24'997 | 191'802 CHF | 192'551 CHF | 99.93% | 99.93% |
02.05.2024 | 0.39% | 7.78 CHF | 7.81 CHF | 25'600 | 25'600 | 25'596 | 25'596 | 198'554 CHF | 199'322 CHF | 99.98% | 99.98% |