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 | 0.17% | 6.10 CHF | 6.11 CHF | 115'000 | 115'000 | 51'478 | 51'478 | 315'883 CHF | 316'400 CHF | 100.00% | 100.00% |
15.05.2024 | 0.17% | 6.06 CHF | 6.07 CHF | 115'000 | 115'000 | 51'528 | 51'528 | 311'939 CHF | 312'456 CHF | 100.00% | 100.00% |
14.05.2024 | 0.17% | 6.04 CHF | 6.05 CHF | 115'000 | 115'000 | 53'545 | 53'545 | 318'787 CHF | 319'324 CHF | 100.00% | 100.00% |
13.05.2024 | 0.17% | 5.97 CHF | 5.98 CHF | 120'000 | 120'000 | 52'444 | 52'444 | 316'683 CHF | 317'208 CHF | 100.00% | 100.00% |
10.05.2024 | 0.17% | 6.05 CHF | 6.06 CHF | 115'000 | 115'000 | 51'586 | 51'586 | 315'856 CHF | 316'373 CHF | 100.00% | 100.00% |
08.05.2024 | 0.17% | 6.12 CHF | 6.13 CHF | 115'000 | 115'000 | 51'683 | 51'683 | 311'912 CHF | 312'430 CHF | 99.13% | 99.13% |
07.05.2024 | 0.17% | 5.98 CHF | 5.99 CHF | 120'000 | 120'000 | 53'639 | 53'639 | 317'670 CHF | 318'208 CHF | 99.85% | 99.85% |
06.05.2024 | 0.18% | 5.81 CHF | 5.82 CHF | 120'000 | 120'000 | 53'546 | 53'546 | 308'051 CHF | 308'589 CHF | 100.00% | 100.00% |
03.05.2024 | 0.18% | 5.65 CHF | 5.66 CHF | 125'000 | 125'000 | 55'817 | 55'817 | 311'362 CHF | 311'921 CHF | 99.95% | 99.95% |
02.05.2024 | 0.18% | 5.50 CHF | 5.51 CHF | 125'000 | 125'000 | 56'364 | 56'364 | 310'142 CHF | 310'706 CHF | 99.87% | 99.87% |