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 | 0.14% | 7.30 CHF | 7.31 CHF | 75'000 | 75'000 | 74'927 | 74'927 | 552'689 CHF | 553'439 CHF | 100.00% | 100.00% |
15.05.2024 | 0.14% | 7.18 CHF | 7.19 CHF | 75'000 | 75'000 | 74'851 | 74'851 | 529'401 CHF | 530'151 CHF | 100.00% | 100.00% |
14.05.2024 | 0.14% | 7.06 CHF | 7.07 CHF | 75'000 | 75'000 | 74'981 | 74'981 | 526'622 CHF | 527'372 CHF | 99.80% | 99.80% |
13.05.2024 | 0.14% | 6.94 CHF | 6.95 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 518'793 CHF | 519'543 CHF | 100.00% | 100.00% |
10.05.2024 | 0.14% | 6.99 CHF | 7.00 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 529'926 CHF | 530'676 CHF | 100.00% | 100.00% |
08.05.2024 | 0.14% | 7.08 CHF | 7.09 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 529'870 CHF | 530'620 CHF | 99.77% | 99.77% |
07.05.2024 | 0.14% | 7.37 CHF | 7.38 CHF | 75'000 | 75'000 | 74'942 | 74'942 | 554'534 CHF | 555'284 CHF | 98.42% | 98.42% |
06.05.2024 | 0.14% | 7.41 CHF | 7.42 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 550'236 CHF | 550'986 CHF | 100.00% | 100.00% |
03.05.2024 | 0.14% | 7.06 CHF | 7.07 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 523'787 CHF | 524'537 CHF | 99.89% | 99.89% |
02.05.2024 | 0.14% | 6.98 CHF | 6.99 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 527'855 CHF | 528'605 CHF | 99.56% | 99.56% |