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 | 0.16% | 6.24 CHF | 6.25 CHF | 115'000 | 115'000 | 51'445 | 51'445 | 322'855 CHF | 323'372 CHF | 99.89% | 99.89% |
15.05.2024 | 0.17% | 6.20 CHF | 6.21 CHF | 115'000 | 115'000 | 51'526 | 51'526 | 319'077 CHF | 319'594 CHF | 100.00% | 100.00% |
14.05.2024 | 0.17% | 6.18 CHF | 6.19 CHF | 115'000 | 115'000 | 53'450 | 53'450 | 325'670 CHF | 326'206 CHF | 99.56% | 99.56% |
13.05.2024 | 0.16% | 6.11 CHF | 6.12 CHF | 120'000 | 120'000 | 52'442 | 52'442 | 323'956 CHF | 324'482 CHF | 100.00% | 100.00% |
10.05.2024 | 0.16% | 6.19 CHF | 6.20 CHF | 115'000 | 115'000 | 51'587 | 51'587 | 323'048 CHF | 323'565 CHF | 100.00% | 100.00% |
08.05.2024 | 0.17% | 6.26 CHF | 6.27 CHF | 115'000 | 115'000 | 51'682 | 51'682 | 319'108 CHF | 319'625 CHF | 99.13% | 99.13% |
07.05.2024 | 0.17% | 6.11 CHF | 6.12 CHF | 120'000 | 120'000 | 53'639 | 53'639 | 325'117 CHF | 325'655 CHF | 99.85% | 99.85% |
06.05.2024 | 0.17% | 5.95 CHF | 5.96 CHF | 120'000 | 120'000 | 53'542 | 53'542 | 315'388 CHF | 315'926 CHF | 100.00% | 100.00% |
03.05.2024 | 0.18% | 5.79 CHF | 5.80 CHF | 125'000 | 125'000 | 55'840 | 55'840 | 319'154 CHF | 319'713 CHF | 99.99% | 99.99% |
02.05.2024 | 0.18% | 5.64 CHF | 5.65 CHF | 125'000 | 125'000 | 56'303 | 56'303 | 317'552 CHF | 318'116 CHF | 99.99% | 99.99% |