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 | 0.16% | 6.43 CHF | 6.44 CHF | 115'000 | 115'000 | 51'527 | 51'527 | 330'609 CHF | 331'127 CHF | 100.00% | 100.00% |
14.05.2024 | 0.16% | 6.40 CHF | 6.41 CHF | 115'000 | 115'000 | 53'545 | 53'545 | 338'223 CHF | 338'760 CHF | 100.00% | 100.00% |
13.05.2024 | 0.16% | 6.33 CHF | 6.34 CHF | 120'000 | 120'000 | 52'444 | 52'444 | 335'684 CHF | 336'210 CHF | 100.00% | 100.00% |
10.05.2024 | 0.16% | 6.41 CHF | 6.42 CHF | 115'000 | 115'000 | 51'587 | 51'587 | 334'551 CHF | 335'068 CHF | 100.00% | 100.00% |
08.05.2024 | 0.16% | 6.48 CHF | 6.49 CHF | 115'000 | 115'000 | 51'681 | 51'681 | 330'655 CHF | 331'173 CHF | 99.13% | 99.13% |
07.05.2024 | 0.16% | 6.34 CHF | 6.35 CHF | 120'000 | 120'000 | 53'639 | 53'639 | 337'100 CHF | 337'638 CHF | 99.85% | 99.85% |
06.05.2024 | 0.17% | 6.17 CHF | 6.18 CHF | 120'000 | 120'000 | 53'543 | 53'543 | 327'381 CHF | 327'919 CHF | 100.00% | 100.00% |
03.05.2024 | 0.17% | 6.02 CHF | 6.03 CHF | 125'000 | 125'000 | 55'840 | 55'840 | 331'679 CHF | 332'239 CHF | 99.99% | 99.99% |
02.05.2024 | 0.17% | 5.86 CHF | 5.87 CHF | 125'000 | 125'000 | 56'367 | 56'367 | 330'674 CHF | 331'238 CHF | 99.87% | 99.87% |
30.04.2024 | 0.18% | 5.82 CHF | 5.83 CHF | 125'000 | 125'000 | 56'381 | 56'381 | 324'080 CHF | 324'646 CHF | 99.98% | 99.98% |