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 | 0.13% | 7.66 CHF | 7.67 CHF | 75'000 | 75'000 | 74'959 | 74'959 | 579'981 CHF | 580'731 CHF | 100.00% | 100.00% |
15.05.2024 | 0.13% | 7.54 CHF | 7.55 CHF | 75'000 | 75'000 | 74'866 | 74'866 | 556'457 CHF | 557'207 CHF | 99.83% | 99.83% |
14.05.2024 | 0.14% | 7.42 CHF | 7.43 CHF | 75'000 | 75'000 | 74'994 | 74'994 | 553'668 CHF | 554'418 CHF | 99.81% | 99.81% |
13.05.2024 | 0.14% | 7.30 CHF | 7.31 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 545'800 CHF | 546'550 CHF | 100.00% | 100.00% |
10.05.2024 | 0.13% | 7.35 CHF | 7.36 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 556'984 CHF | 557'734 CHF | 100.00% | 100.00% |
08.05.2024 | 0.13% | 7.44 CHF | 7.45 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 556'964 CHF | 557'714 CHF | 99.77% | 99.77% |
07.05.2024 | 0.13% | 7.73 CHF | 7.74 CHF | 75'000 | 75'000 | 74'977 | 74'977 | 582'025 CHF | 582'775 CHF | 98.41% | 98.41% |
06.05.2024 | 0.13% | 7.77 CHF | 7.78 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 577'502 CHF | 578'252 CHF | 100.00% | 100.00% |
03.05.2024 | 0.14% | 7.42 CHF | 7.43 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 551'225 CHF | 551'975 CHF | 99.87% | 99.87% |
02.05.2024 | 0.14% | 7.35 CHF | 7.36 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 555'124 CHF | 555'874 CHF | 99.58% | 99.58% |