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 | 0.15% | 6.78 CHF | 6.79 CHF | 135'000 | 135'000 | 46'855 | 46'855 | 317'829 CHF | 318'300 CHF | 99.99% | 99.99% |
15.05.2024 | 0.15% | 6.79 CHF | 6.80 CHF | 135'000 | 135'000 | 46'893 | 46'893 | 319'216 CHF | 319'686 CHF | 99.99% | 99.99% |
14.05.2024 | 0.15% | 6.83 CHF | 6.84 CHF | 135'000 | 135'000 | 47'080 | 47'080 | 321'754 CHF | 322'226 CHF | 100.00% | 100.00% |
13.05.2024 | 0.15% | 6.73 CHF | 6.74 CHF | 135'000 | 135'000 | 47'121 | 47'121 | 316'226 CHF | 316'697 CHF | 100.00% | 100.00% |
10.05.2024 | 0.15% | 6.69 CHF | 6.70 CHF | 135'000 | 135'000 | 46'485 | 46'485 | 315'967 CHF | 316'432 CHF | 100.00% | 100.00% |
08.05.2024 | 0.15% | 6.83 CHF | 6.84 CHF | 135'000 | 135'000 | 45'810 | 45'810 | 307'676 CHF | 308'135 CHF | 98.99% | 98.99% |
07.05.2024 | 0.16% | 6.60 CHF | 6.61 CHF | 135'000 | 135'000 | 48'401 | 48'401 | 313'578 CHF | 314'063 CHF | 99.61% | 99.61% |
06.05.2024 | 0.17% | 6.35 CHF | 6.36 CHF | 140'000 | 140'000 | 49'264 | 49'264 | 307'197 CHF | 307'690 CHF | 100.00% | 100.00% |
03.05.2024 | 0.17% | 6.05 CHF | 6.06 CHF | 145'000 | 145'000 | 49'881 | 49'881 | 298'793 CHF | 299'293 CHF | 99.96% | 99.96% |
02.05.2024 | 0.18% | 5.89 CHF | 5.90 CHF | 145'000 | 145'000 | 51'088 | 51'088 | 296'127 CHF | 296'638 CHF | 99.98% | 99.98% |