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% | 6.48 CHF | 6.49 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 652'476 CHF | 653'476 CHF | 99.07% | 99.07% |
15.05.2024 | 0.16% | 6.44 CHF | 6.45 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 641'650 CHF | 642'650 CHF | 99.15% | 99.15% |
14.05.2024 | 0.16% | 6.42 CHF | 6.43 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 633'981 CHF | 634'981 CHF | 98.92% | 98.92% |
13.05.2024 | 0.15% | 6.34 CHF | 6.35 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 645'140 CHF | 646'140 CHF | 99.18% | 99.18% |
10.05.2024 | 0.15% | 6.42 CHF | 6.43 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 651'891 CHF | 652'891 CHF | 93.14% | 93.14% |
08.05.2024 | 0.16% | 6.30 CHF | 6.31 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 638'221 CHF | 639'221 CHF | 77.73% | 77.73% |
07.05.2024 | 0.16% | 6.35 CHF | 6.36 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 630'267 CHF | 631'267 CHF | 99.00% | 99.00% |
06.05.2024 | 0.16% | 6.19 CHF | 6.20 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 612'821 CHF | 613'821 CHF | 98.99% | 98.99% |
03.05.2024 | 0.17% | 6.03 CHF | 6.04 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 591'637 CHF | 592'637 CHF | 98.92% | 98.92% |
02.05.2024 | 0.17% | 5.88 CHF | 5.89 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 590'528 CHF | 591'528 CHF | 98.52% | 98.52% |