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% | 7.10 CHF | 7.11 CHF | 135'000 | 135'000 | 47'119 | 47'119 | 333'745 CHF | 334'217 CHF | 100.00% | 100.00% |
10.05.2024 | 0.14% | 7.06 CHF | 7.07 CHF | 135'000 | 135'000 | 46'489 | 46'489 | 333'295 CHF | 333'760 CHF | 100.00% | 100.00% |
08.05.2024 | 0.15% | 7.20 CHF | 7.21 CHF | 135'000 | 135'000 | 45'813 | 45'813 | 324'790 CHF | 325'248 CHF | 98.98% | 98.98% |
07.05.2024 | 0.15% | 6.97 CHF | 6.98 CHF | 135'000 | 135'000 | 48'401 | 48'401 | 331'594 CHF | 332'078 CHF | 99.61% | 99.61% |
06.05.2024 | 0.16% | 6.73 CHF | 6.74 CHF | 140'000 | 140'000 | 49'263 | 49'263 | 325'511 CHF | 326'005 CHF | 100.00% | 100.00% |
03.05.2024 | 0.16% | 6.42 CHF | 6.43 CHF | 145'000 | 145'000 | 49'870 | 49'870 | 317'260 CHF | 317'760 CHF | 99.95% | 99.95% |
02.05.2024 | 0.17% | 6.27 CHF | 6.28 CHF | 145'000 | 145'000 | 51'099 | 51'099 | 315'368 CHF | 315'879 CHF | 99.99% | 99.99% |
30.04.2024 | 0.17% | 6.11 CHF | 6.12 CHF | 150'000 | 150'000 | 51'094 | 51'094 | 315'334 CHF | 315'846 CHF | 99.99% | 99.99% |
29.04.2024 | 0.16% | 6.17 CHF | 6.18 CHF | 150'000 | 150'000 | 50'869 | 50'869 | 314'361 CHF | 314'870 CHF | 99.57% | 99.57% |
26.04.2024 | 0.16% | 6.16 CHF | 6.17 CHF | 150'000 | 150'000 | 50'848 | 50'848 | 315'661 CHF | 316'170 CHF | 99.30% | 99.30% |