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 | 0.17% | 5.98 CHF | 5.99 CHF | 20'000 | 20'000 | 19'810 | 19'810 | 117'671 CHF | 117'869 CHF | 96.97% | 96.97% |
15.05.2024 | 0.15% | 6.77 CHF | 6.78 CHF | 21'000 | 21'000 | 20'802 | 20'802 | 142'503 CHF | 142'711 CHF | 99.97% | 99.97% |
14.05.2024 | 0.14% | 7.12 CHF | 7.13 CHF | 21'000 | 21'000 | 21'086 | 21'086 | 152'082 CHF | 152'293 CHF | 99.14% | 99.14% |
13.05.2024 | 0.15% | 6.76 CHF | 6.77 CHF | 21'000 | 21'000 | 20'803 | 20'803 | 143'036 CHF | 143'245 CHF | 99.99% | 99.99% |
10.05.2024 | 0.15% | 7.02 CHF | 7.03 CHF | 21'000 | 21'000 | 20'804 | 20'804 | 144'691 CHF | 144'899 CHF | 100.00% | 100.00% |
08.05.2024 | 0.14% | 7.34 CHF | 7.35 CHF | 21'000 | 21'000 | 21'367 | 21'367 | 156'797 CHF | 157'011 CHF | 99.39% | 99.39% |
07.05.2024 | 0.13% | 7.39 CHF | 7.40 CHF | 22'000 | 22'000 | 21'744 | 21'744 | 163'672 CHF | 163'890 CHF | 96.53% | 99.85% |
06.05.2024 | 0.13% | 7.65 CHF | 7.66 CHF | 22'000 | 22'000 | 21'728 | 21'728 | 167'458 CHF | 167'676 CHF | 97.99% | 100.00% |
03.05.2024 | 0.13% | 7.85 CHF | 7.86 CHF | 22'000 | 22'000 | 21'779 | 21'779 | 173'987 CHF | 174'205 CHF | 97.95% | 97.95% |
02.05.2024 | 0.13% | 8.16 CHF | 8.17 CHF | 22'000 | 22'000 | 21'835 | 21'835 | 168'504 CHF | 168'722 CHF | 99.33% | 99.33% |