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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 0.14% | 7.51 CHF | 7.52 CHF | 135'000 | 135'000 | 47'119 | 47'119 | 352'814 CHF | 353'286 CHF | 100.00% | 100.00% |
10.05.2024 | 0.13% | 7.47 CHF | 7.48 CHF | 135'000 | 135'000 | 46'485 | 46'485 | 352'069 CHF | 352'534 CHF | 100.00% | 100.00% |
08.05.2024 | 0.14% | 7.60 CHF | 7.61 CHF | 135'000 | 135'000 | 45'809 | 45'809 | 343'305 CHF | 343'764 CHF | 98.98% | 98.98% |
07.05.2024 | 0.14% | 7.37 CHF | 7.38 CHF | 135'000 | 135'000 | 48'401 | 48'401 | 351'169 CHF | 351'654 CHF | 99.61% | 99.61% |
06.05.2024 | 0.15% | 7.13 CHF | 7.14 CHF | 140'000 | 140'000 | 49'261 | 49'261 | 345'362 CHF | 345'856 CHF | 100.00% | 100.00% |
03.05.2024 | 0.15% | 6.82 CHF | 6.83 CHF | 145'000 | 145'000 | 49'878 | 49'878 | 337'421 CHF | 337'920 CHF | 99.95% | 99.95% |
02.05.2024 | 0.16% | 6.68 CHF | 6.69 CHF | 145'000 | 145'000 | 51'093 | 51'093 | 336'090 CHF | 336'602 CHF | 99.98% | 99.98% |
30.04.2024 | 0.16% | 6.52 CHF | 6.53 CHF | 150'000 | 150'000 | 51'110 | 51'110 | 336'215 CHF | 336'727 CHF | 99.98% | 99.98% |
29.04.2024 | 0.15% | 6.57 CHF | 6.58 CHF | 150'000 | 150'000 | 50'871 | 50'871 | 335'008 CHF | 335'517 CHF | 99.57% | 99.57% |
26.04.2024 | 0.15% | 6.57 CHF | 6.58 CHF | 150'000 | 150'000 | 50'863 | 50'863 | 336'393 CHF | 336'903 CHF | 99.32% | 99.32% |