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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.15% | 6.72 CHF | 6.73 CHF | 115'000 | 115'000 | 51'526 | 51'526 | 346'021 CHF | 346'538 CHF | 100.00% | 100.00% |
14.05.2024 | 0.15% | 6.70 CHF | 6.71 CHF | 115'000 | 115'000 | 53'561 | 53'561 | 354'393 CHF | 354'930 CHF | 99.87% | 99.87% |
13.05.2024 | 0.15% | 6.63 CHF | 6.64 CHF | 120'000 | 120'000 | 52'442 | 52'442 | 351'398 CHF | 351'923 CHF | 100.00% | 100.00% |
10.05.2024 | 0.15% | 6.71 CHF | 6.72 CHF | 115'000 | 115'000 | 51'588 | 51'588 | 350'012 CHF | 350'529 CHF | 100.00% | 100.00% |
08.05.2024 | 0.15% | 6.78 CHF | 6.79 CHF | 115'000 | 115'000 | 51'681 | 51'681 | 346'160 CHF | 346'678 CHF | 99.13% | 99.13% |
07.05.2024 | 0.16% | 6.64 CHF | 6.65 CHF | 120'000 | 120'000 | 53'638 | 53'638 | 353'148 CHF | 353'686 CHF | 99.85% | 99.85% |
06.05.2024 | 0.16% | 6.47 CHF | 6.48 CHF | 120'000 | 120'000 | 53'546 | 53'546 | 343'388 CHF | 343'926 CHF | 100.00% | 100.00% |
03.05.2024 | 0.16% | 6.31 CHF | 6.32 CHF | 125'000 | 125'000 | 55'839 | 55'839 | 348'361 CHF | 348'920 CHF | 99.45% | 99.45% |
02.05.2024 | 0.16% | 6.16 CHF | 6.17 CHF | 125'000 | 125'000 | 56'367 | 56'367 | 347'637 CHF | 348'202 CHF | 99.87% | 99.87% |
30.04.2024 | 0.17% | 6.13 CHF | 6.14 CHF | 125'000 | 125'000 | 56'400 | 56'400 | 341'171 CHF | 341'737 CHF | 100.00% | 100.00% |