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 | 0.14% | 7.28 CHF | 7.29 CHF | 96'000 | 96'000 | 98'781 | 98'781 | 717'931 CHF | 718'919 CHF | 99.99% | 99.99% |
15.05.2024 | 0.14% | 7.25 CHF | 7.26 CHF | 100'800 | 100'800 | 103'068 | 103'068 | 719'263 CHF | 720'296 CHF | 99.60% | 99.60% |
14.05.2024 | 0.15% | 6.87 CHF | 6.88 CHF | 105'000 | 105'000 | 105'301 | 105'301 | 700'327 CHF | 701'380 CHF | 99.28% | 99.28% |
13.05.2024 | 0.15% | 6.60 CHF | 6.61 CHF | 105'500 | 105'500 | 106'220 | 106'220 | 697'187 CHF | 698'250 CHF | 100.00% | 100.00% |
10.05.2024 | 0.15% | 6.39 CHF | 6.40 CHF | 106'800 | 106'800 | 110'983 | 110'983 | 719'074 CHF | 720'184 CHF | 99.61% | 99.61% |
08.05.2024 | 0.16% | 6.24 CHF | 6.25 CHF | 111'200 | 111'200 | 109'272 | 109'272 | 682'090 CHF | 683'182 CHF | 98.95% | 98.95% |
07.05.2024 | 0.16% | 6.51 CHF | 6.52 CHF | 108'000 | 108'000 | 107'391 | 107'391 | 690'521 CHF | 691'595 CHF | 99.34% | 99.34% |
06.05.2024 | 0.15% | 6.48 CHF | 6.49 CHF | 107'000 | 107'000 | 109'093 | 109'093 | 706'181 CHF | 707'272 CHF | 100.00% | 100.00% |
03.05.2024 | 0.16% | 6.43 CHF | 6.44 CHF | 110'600 | 110'600 | 114'342 | 114'342 | 722'048 CHF | 723'191 CHF | 99.84% | 99.84% |
02.05.2024 | 0.17% | 5.87 CHF | 5.88 CHF | 116'800 | 116'800 | 119'554 | 119'554 | 707'177 CHF | 708'372 CHF | 99.99% | 99.99% |