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 | 0.15% | 7.55 CHF | 7.56 CHF | 50'000 | 50'000 | 30'431 | 30'431 | 230'255 CHF | 230'585 CHF | 99.66% | 99.66% |
15.05.2024 | 0.15% | 7.46 CHF | 7.47 CHF | 50'000 | 50'000 | 30'432 | 30'432 | 229'499 CHF | 229'829 CHF | 99.60% | 99.60% |
14.05.2024 | 0.15% | 7.50 CHF | 7.51 CHF | 50'000 | 50'000 | 30'476 | 30'476 | 229'443 CHF | 229'773 CHF | 98.85% | 98.85% |
13.05.2024 | 0.14% | 7.60 CHF | 7.61 CHF | 50'000 | 50'000 | 30'433 | 30'433 | 234'265 CHF | 234'595 CHF | 99.63% | 99.63% |
10.05.2024 | 0.14% | 7.72 CHF | 7.73 CHF | 50'000 | 50'000 | 30'332 | 30'332 | 239'120 CHF | 239'449 CHF | 98.54% | 98.54% |
08.05.2024 | 0.14% | 7.76 CHF | 7.77 CHF | 50'000 | 50'000 | 30'431 | 30'431 | 236'320 CHF | 236'651 CHF | 99.66% | 99.66% |
07.05.2024 | 0.14% | 7.87 CHF | 7.88 CHF | 50'000 | 50'000 | 30'430 | 30'430 | 237'138 CHF | 237'469 CHF | 99.66% | 99.66% |
06.05.2024 | 0.15% | 7.65 CHF | 7.66 CHF | 50'000 | 50'000 | 30'430 | 30'430 | 230'550 CHF | 230'881 CHF | 99.66% | 99.66% |
03.05.2024 | 0.51% | 7.57 CHF | 7.58 CHF | 50'000 | 50'000 | 6'722 | 6'722 | 51'021 CHF | 51'171 CHF | 99.17% | 99.17% |
02.05.2024 | 0.15% | 7.32 CHF | 7.33 CHF | 50'000 | 50'000 | 30'421 | 30'421 | 219'882 CHF | 220'212 CHF | 99.62% | 99.62% |