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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 0.16% | 6.09 CHF | 6.10 CHF | 327'200 | 327'200 | 331'964 | 331'964 | 2'016'130 CHF | 2'019'450 CHF | 100.00% | 100.00% |
21.05.2024 | 0.17% | 5.99 CHF | 6.00 CHF | 335'200 | 335'200 | 334'364 | 334'364 | 2'000'410 CHF | 2'003'750 CHF | 98.95% | 98.95% |
17.05.2024 | 0.17% | 5.94 CHF | 5.95 CHF | 330'900 | 330'900 | 333'355 | 333'355 | 2'003'100 CHF | 2'006'430 CHF | 100.00% | 100.00% |
16.05.2024 | 0.17% | 5.93 CHF | 5.94 CHF | 335'000 | 335'000 | 330'434 | 330'434 | 1'955'690 CHF | 1'959'000 CHF | 100.00% | 100.00% |
15.05.2024 | 0.17% | 5.93 CHF | 5.94 CHF | 327'900 | 327'900 | 323'478 | 323'478 | 1'946'090 CHF | 1'949'330 CHF | 99.84% | 99.84% |
14.05.2024 | 0.16% | 6.06 CHF | 6.07 CHF | 322'000 | 322'000 | 321'549 | 321'549 | 1'974'320 CHF | 1'977'540 CHF | 99.98% | 99.98% |
13.05.2024 | 0.16% | 6.15 CHF | 6.16 CHF | 321'300 | 321'300 | 320'220 | 320'220 | 1'972'020 CHF | 1'975'230 CHF | 100.00% | 100.00% |
10.05.2024 | 0.16% | 6.22 CHF | 6.23 CHF | 319'600 | 319'600 | 314'207 | 314'207 | 1'944'980 CHF | 1'948'120 CHF | 100.00% | 100.00% |
08.05.2024 | 0.16% | 6.29 CHF | 6.30 CHF | 313'700 | 313'700 | 315'983 | 315'983 | 1'988'390 CHF | 1'991'550 CHF | 98.95% | 98.95% |
07.05.2024 | 0.16% | 6.18 CHF | 6.19 CHF | 317'500 | 317'500 | 318'183 | 318'183 | 1'977'950 CHF | 1'981'130 CHF | 99.34% | 99.34% |