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% | 7.19 CHF | 7.20 CHF | 135'000 | 135'000 | 46'861 | 46'861 | 337'116 CHF | 337'587 CHF | 100.00% | 100.00% |
15.05.2024 | 0.14% | 7.20 CHF | 7.21 CHF | 135'000 | 135'000 | 46'893 | 46'893 | 338'491 CHF | 338'961 CHF | 99.99% | 99.99% |
14.05.2024 | 0.14% | 7.24 CHF | 7.25 CHF | 135'000 | 135'000 | 47'080 | 47'080 | 341'151 CHF | 341'622 CHF | 100.00% | 100.00% |
13.05.2024 | 0.14% | 7.14 CHF | 7.15 CHF | 135'000 | 135'000 | 47'121 | 47'121 | 335'602 CHF | 336'074 CHF | 100.00% | 100.00% |
10.05.2024 | 0.14% | 7.10 CHF | 7.11 CHF | 135'000 | 135'000 | 46'485 | 46'485 | 335'089 CHF | 335'554 CHF | 100.00% | 100.00% |
08.05.2024 | 0.14% | 7.24 CHF | 7.25 CHF | 135'000 | 135'000 | 45'804 | 45'804 | 326'509 CHF | 326'968 CHF | 98.98% | 98.98% |
07.05.2024 | 0.15% | 7.01 CHF | 7.02 CHF | 135'000 | 135'000 | 48'402 | 48'402 | 333'487 CHF | 333'971 CHF | 99.60% | 99.60% |
06.05.2024 | 0.15% | 6.76 CHF | 6.77 CHF | 140'000 | 140'000 | 49'264 | 49'264 | 327'403 CHF | 327'896 CHF | 100.00% | 100.00% |
03.05.2024 | 0.16% | 6.46 CHF | 6.47 CHF | 145'000 | 145'000 | 49'881 | 49'881 | 319'240 CHF | 319'739 CHF | 99.96% | 99.96% |
02.05.2024 | 0.17% | 6.31 CHF | 6.32 CHF | 145'000 | 145'000 | 51'104 | 51'104 | 317'335 CHF | 317'847 CHF | 99.99% | 99.99% |