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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 0.29% | 6.63 CHF | 6.64 CHF | 71'600 | 71'600 | 48'680 | 48'680 | 320'472 CHF | 321'321 CHF | 95.09% | 95.09% |
13.05.2024 | 0.29% | 6.60 CHF | 6.61 CHF | 71'700 | 71'700 | 48'014 | 48'014 | 316'336 CHF | 317'185 CHF | 100.00% | 100.00% |
10.05.2024 | 0.29% | 6.56 CHF | 6.57 CHF | 71'900 | 71'900 | 48'384 | 48'384 | 317'889 CHF | 318'737 CHF | 96.10% | 96.10% |
08.05.2024 | 0.29% | 6.61 CHF | 6.62 CHF | 71'400 | 71'400 | 47'775 | 47'775 | 315'945 CHF | 316'791 CHF | 99.94% | 99.94% |
07.05.2024 | 0.29% | 6.62 CHF | 6.63 CHF | 71'500 | 71'500 | 47'713 | 47'713 | 317'295 CHF | 318'134 CHF | 98.50% | 98.50% |
06.05.2024 | 0.30% | 6.70 CHF | 6.71 CHF | 70'700 | 70'700 | 48'154 | 48'154 | 315'322 CHF | 316'176 CHF | 99.77% | 99.77% |
03.05.2024 | 0.31% | 6.35 CHF | 6.36 CHF | 73'700 | 73'700 | 49'584 | 49'584 | 311'965 CHF | 312'853 CHF | 96.30% | 96.30% |
02.05.2024 | 0.32% | 6.17 CHF | 6.18 CHF | 75'500 | 75'500 | 50'769 | 50'769 | 309'935 CHF | 310'834 CHF | 99.12% | 99.12% |
30.04.2024 | 0.30% | 6.39 CHF | 6.40 CHF | 73'600 | 73'600 | 48'995 | 48'995 | 313'628 CHF | 314'498 CHF | 99.41% | 99.41% |
29.04.2024 | 0.30% | 6.34 CHF | 6.35 CHF | 73'900 | 73'900 | 49'193 | 49'193 | 314'172 CHF | 315'037 CHF | 98.78% | 98.78% |