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% | 7.59 CHF | 7.60 CHF | 75'000 | 75'000 | 74'928 | 74'928 | 574'611 CHF | 575'361 CHF | 100.00% | 100.00% |
15.05.2024 | 0.14% | 7.47 CHF | 7.48 CHF | 75'000 | 75'000 | 74'851 | 74'851 | 551'230 CHF | 551'980 CHF | 100.00% | 100.00% |
14.05.2024 | 0.14% | 7.35 CHF | 7.36 CHF | 75'000 | 75'000 | 74'980 | 74'980 | 548'422 CHF | 549'172 CHF | 99.80% | 99.80% |
13.05.2024 | 0.14% | 7.23 CHF | 7.24 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 540'676 CHF | 541'426 CHF | 100.00% | 100.00% |
10.05.2024 | 0.14% | 7.29 CHF | 7.30 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 551'839 CHF | 552'589 CHF | 100.00% | 100.00% |
08.05.2024 | 0.14% | 7.37 CHF | 7.38 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 551'835 CHF | 552'585 CHF | 99.77% | 99.77% |
07.05.2024 | 0.13% | 7.66 CHF | 7.67 CHF | 75'000 | 75'000 | 74'947 | 74'947 | 576'702 CHF | 577'452 CHF | 98.40% | 98.40% |
06.05.2024 | 0.13% | 7.70 CHF | 7.71 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 572'383 CHF | 573'133 CHF | 100.00% | 100.00% |
03.05.2024 | 0.14% | 7.36 CHF | 7.37 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 546'113 CHF | 546'863 CHF | 99.87% | 99.87% |
02.05.2024 | 0.14% | 7.28 CHF | 7.29 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 550'006 CHF | 550'756 CHF | 99.55% | 99.55% |