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% | 6.58 CHF | 6.59 CHF | 75'000 | 75'000 | 74'928 | 74'928 | 498'988 CHF | 499'738 CHF | 100.00% | 100.00% |
15.05.2024 | 0.16% | 6.46 CHF | 6.47 CHF | 75'000 | 75'000 | 74'849 | 74'849 | 475'875 CHF | 476'625 CHF | 99.83% | 99.83% |
14.05.2024 | 0.16% | 6.35 CHF | 6.36 CHF | 75'000 | 75'000 | 74'980 | 74'980 | 473'179 CHF | 473'929 CHF | 99.81% | 99.81% |
13.05.2024 | 0.16% | 6.22 CHF | 6.23 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 465'189 CHF | 465'939 CHF | 100.00% | 100.00% |
10.05.2024 | 0.16% | 6.28 CHF | 6.29 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 476'288 CHF | 477'038 CHF | 100.00% | 100.00% |
08.05.2024 | 0.16% | 6.36 CHF | 6.37 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 475'974 CHF | 476'724 CHF | 99.77% | 99.77% |
07.05.2024 | 0.15% | 6.64 CHF | 6.65 CHF | 75'000 | 75'000 | 74'951 | 74'951 | 500'492 CHF | 501'242 CHF | 98.42% | 98.42% |
06.05.2024 | 0.15% | 6.69 CHF | 6.70 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 495'978 CHF | 496'728 CHF | 100.00% | 100.00% |
03.05.2024 | 0.16% | 6.33 CHF | 6.34 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 469'161 CHF | 469'911 CHF | 99.90% | 99.90% |
02.05.2024 | 0.16% | 6.25 CHF | 6.26 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 473'578 CHF | 474'328 CHF | 99.58% | 99.58% |