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% | 6.33 CHF | 6.34 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 630'842 CHF | 631'842 CHF | 99.16% | 99.16% |
14.05.2024 | 0.16% | 6.31 CHF | 6.32 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 623'197 CHF | 624'197 CHF | 98.93% | 98.93% |
13.05.2024 | 0.16% | 6.24 CHF | 6.25 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 634'429 CHF | 635'429 CHF | 99.18% | 99.18% |
10.05.2024 | 0.16% | 6.32 CHF | 6.33 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 641'154 CHF | 642'154 CHF | 92.99% | 92.99% |
08.05.2024 | 0.16% | 6.19 CHF | 6.20 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 627'386 CHF | 628'386 CHF | 77.73% | 77.73% |
07.05.2024 | 0.16% | 6.25 CHF | 6.26 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 619'472 CHF | 620'472 CHF | 99.00% | 99.00% |
06.05.2024 | 0.17% | 6.08 CHF | 6.09 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 602'087 CHF | 603'087 CHF | 98.99% | 98.99% |
03.05.2024 | 0.17% | 5.92 CHF | 5.93 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 580'892 CHF | 581'892 CHF | 99.08% | 99.08% |
02.05.2024 | 0.17% | 5.77 CHF | 5.78 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 579'651 CHF | 580'651 CHF | 98.81% | 98.81% |
30.04.2024 | 0.18% | 5.73 CHF | 5.74 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 562'944 CHF | 563'944 CHF | 94.35% | 94.35% |