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 | 0.26% | 7.54 CHF | 7.56 CHF | 36'500 | 36'500 | 36'948 | 36'948 | 283'983 CHF | 284'722 CHF | 100.00% | 100.00% |
15.05.2024 | 0.27% | 7.62 CHF | 7.64 CHF | 37'300 | 37'300 | 37'924 | 37'924 | 285'736 CHF | 286'496 CHF | 99.84% | 99.84% |
14.05.2024 | 0.27% | 7.43 CHF | 7.45 CHF | 38'500 | 38'500 | 37'954 | 37'954 | 278'610 CHF | 279'369 CHF | 99.88% | 99.88% |
13.05.2024 | 0.27% | 7.36 CHF | 7.38 CHF | 37'600 | 37'600 | 37'780 | 37'780 | 280'723 CHF | 281'479 CHF | 100.00% | 100.00% |
10.05.2024 | 0.27% | 7.40 CHF | 7.42 CHF | 38'000 | 38'000 | 38'598 | 38'598 | 286'666 CHF | 287'438 CHF | 100.00% | 100.00% |
08.05.2024 | 0.27% | 7.29 CHF | 7.31 CHF | 38'800 | 38'800 | 38'256 | 38'256 | 279'180 CHF | 279'945 CHF | 99.17% | 99.17% |
07.05.2024 | 0.27% | 7.47 CHF | 7.49 CHF | 37'900 | 37'900 | 37'294 | 37'294 | 277'126 CHF | 277'872 CHF | 99.70% | 99.70% |
06.05.2024 | 0.26% | 7.56 CHF | 7.58 CHF | 36'900 | 36'900 | 37'261 | 37'261 | 283'801 CHF | 284'546 CHF | 100.00% | 100.00% |
03.05.2024 | 0.27% | 7.69 CHF | 7.71 CHF | 37'500 | 37'500 | 38'899 | 38'899 | 292'822 CHF | 293'600 CHF | 98.72% | 98.72% |
02.05.2024 | 0.28% | 7.00 CHF | 7.02 CHF | 39'800 | 39'800 | 42'074 | 42'074 | 297'537 CHF | 298'379 CHF | 99.98% | 99.98% |