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% | 7.29 CHF | 7.30 CHF | 75'000 | 75'000 | 74'926 | 74'926 | 552'422 CHF | 553'172 CHF | 100.00% | 100.00% |
15.05.2024 | 0.14% | 7.18 CHF | 7.19 CHF | 75'000 | 75'000 | 74'849 | 74'849 | 529'106 CHF | 529'856 CHF | 100.00% | 100.00% |
14.05.2024 | 0.14% | 7.06 CHF | 7.07 CHF | 75'000 | 75'000 | 74'980 | 74'980 | 526'361 CHF | 527'111 CHF | 99.81% | 99.81% |
13.05.2024 | 0.14% | 6.93 CHF | 6.94 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 518'570 CHF | 519'320 CHF | 100.00% | 100.00% |
10.05.2024 | 0.14% | 6.99 CHF | 7.00 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 529'676 CHF | 530'426 CHF | 100.00% | 100.00% |
08.05.2024 | 0.14% | 7.08 CHF | 7.09 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 529'620 CHF | 530'370 CHF | 99.77% | 99.77% |
07.05.2024 | 0.14% | 7.36 CHF | 7.37 CHF | 75'000 | 75'000 | 74'942 | 74'942 | 554'296 CHF | 555'046 CHF | 98.42% | 98.42% |
06.05.2024 | 0.14% | 7.41 CHF | 7.42 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 550'021 CHF | 550'771 CHF | 100.00% | 100.00% |
03.05.2024 | 0.14% | 7.06 CHF | 7.07 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 523'584 CHF | 524'334 CHF | 99.88% | 99.88% |
02.05.2024 | 0.14% | 6.98 CHF | 6.99 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 527'622 CHF | 528'372 CHF | 99.58% | 99.58% |