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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 0.30% | 6.40 CHF | 6.41 CHF | 71'800 | 71'800 | 48'013 | 48'013 | 306'566 CHF | 307'415 CHF | 100.00% | 100.00% |
10.05.2024 | 0.30% | 6.36 CHF | 6.37 CHF | 71'800 | 71'800 | 48'391 | 48'391 | 308'112 CHF | 308'960 CHF | 96.10% | 96.10% |
08.05.2024 | 0.30% | 6.41 CHF | 6.42 CHF | 71'400 | 71'400 | 47'765 | 47'765 | 306'154 CHF | 306'999 CHF | 99.94% | 99.94% |
07.05.2024 | 0.30% | 6.42 CHF | 6.43 CHF | 71'500 | 71'500 | 47'714 | 47'714 | 307'607 CHF | 308'446 CHF | 98.51% | 98.51% |
06.05.2024 | 0.31% | 6.49 CHF | 6.50 CHF | 70'700 | 70'700 | 48'152 | 48'152 | 305'554 CHF | 306'408 CHF | 99.81% | 99.81% |
03.05.2024 | 0.32% | 6.14 CHF | 6.15 CHF | 73'700 | 73'700 | 49'596 | 49'596 | 302'009 CHF | 302'893 CHF | 97.03% | 97.03% |
02.05.2024 | 0.33% | 5.97 CHF | 5.98 CHF | 75'500 | 75'500 | 50'687 | 50'687 | 299'063 CHF | 299'961 CHF | 98.85% | 98.85% |
30.04.2024 | 0.31% | 6.18 CHF | 6.19 CHF | 73'600 | 73'600 | 49'001 | 49'001 | 303'648 CHF | 304'517 CHF | 99.36% | 99.36% |
29.04.2024 | 0.31% | 6.13 CHF | 6.14 CHF | 73'900 | 73'900 | 49'229 | 49'229 | 304'360 CHF | 305'225 CHF | 98.97% | 98.97% |
26.04.2024 | 0.33% | 6.14 CHF | 6.15 CHF | 73'800 | 73'800 | 50'301 | 50'301 | 297'429 CHF | 298'336 CHF | 97.49% | 97.49% |