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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 0.28% | 6.84 CHF | 6.85 CHF | 71'600 | 71'600 | 48'662 | 48'662 | 330'303 CHF | 331'152 CHF | 95.16% | 95.16% |
13.05.2024 | 0.28% | 6.80 CHF | 6.81 CHF | 71'700 | 71'700 | 48'005 | 48'005 | 326'043 CHF | 326'891 CHF | 100.00% | 100.00% |
10.05.2024 | 0.28% | 6.77 CHF | 6.78 CHF | 71'800 | 71'800 | 48'314 | 48'314 | 327'273 CHF | 328'120 CHF | 95.77% | 95.77% |
08.05.2024 | 0.28% | 6.82 CHF | 6.83 CHF | 71'400 | 71'400 | 47'749 | 47'749 | 325'527 CHF | 326'373 CHF | 99.94% | 99.94% |
07.05.2024 | 0.28% | 6.82 CHF | 6.83 CHF | 71'400 | 71'400 | 47'693 | 47'693 | 326'879 CHF | 327'718 CHF | 98.82% | 98.82% |
06.05.2024 | 0.29% | 6.90 CHF | 6.91 CHF | 70'700 | 70'700 | 48'132 | 48'132 | 324'992 CHF | 325'844 CHF | 98.44% | 98.44% |
03.05.2024 | 0.30% | 6.55 CHF | 6.56 CHF | 73'700 | 73'700 | 48'962 | 48'962 | 317'886 CHF | 318'777 CHF | 94.59% | 94.59% |
02.05.2024 | 0.31% | 6.38 CHF | 6.39 CHF | 75'500 | 75'500 | 50'650 | 50'650 | 319'544 CHF | 320'444 CHF | 98.70% | 98.70% |
30.04.2024 | 0.29% | 6.59 CHF | 6.60 CHF | 73'600 | 73'600 | 49'031 | 49'031 | 323'872 CHF | 324'742 CHF | 99.65% | 99.65% |
29.04.2024 | 0.29% | 6.54 CHF | 6.55 CHF | 73'900 | 73'900 | 49'220 | 49'220 | 324'398 CHF | 325'263 CHF | 98.69% | 98.69% |