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% | 6.08 CHF | 6.09 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 612'514 CHF | 613'514 CHF | 99.08% | 99.08% |
15.05.2024 | 0.17% | 6.04 CHF | 6.05 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 601'649 CHF | 602'649 CHF | 99.17% | 99.17% |
14.05.2024 | 0.17% | 6.01 CHF | 6.02 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 593'868 CHF | 594'868 CHF | 98.91% | 98.91% |
13.05.2024 | 0.17% | 5.94 CHF | 5.95 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 605'066 CHF | 606'066 CHF | 99.18% | 99.18% |
10.05.2024 | 0.16% | 6.02 CHF | 6.03 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 611'847 CHF | 612'847 CHF | 93.14% | 93.14% |
08.05.2024 | 0.17% | 5.90 CHF | 5.91 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 598'105 CHF | 599'105 CHF | 77.73% | 77.73% |
07.05.2024 | 0.17% | 5.95 CHF | 5.96 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 590'226 CHF | 591'226 CHF | 98.99% | 98.99% |
06.05.2024 | 0.17% | 5.79 CHF | 5.80 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 572'893 CHF | 573'893 CHF | 98.99% | 98.99% |
03.05.2024 | 0.18% | 5.63 CHF | 5.64 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 551'686 CHF | 552'686 CHF | 98.97% | 98.97% |
02.05.2024 | 0.18% | 5.47 CHF | 5.48 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 550'354 CHF | 551'354 CHF | 98.52% | 98.52% |