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 | 0.16% | 6.05 CHF | 6.06 CHF | 75'000 | 75'000 | 74'928 | 74'928 | 459'098 CHF | 459'848 CHF | 100.00% | 100.00% |
15.05.2024 | 0.17% | 5.93 CHF | 5.94 CHF | 75'000 | 75'000 | 74'849 | 74'849 | 436'156 CHF | 436'906 CHF | 100.00% | 100.00% |
14.05.2024 | 0.17% | 5.82 CHF | 5.83 CHF | 75'000 | 75'000 | 74'980 | 74'980 | 433'450 CHF | 434'200 CHF | 99.81% | 99.81% |
13.05.2024 | 0.18% | 5.69 CHF | 5.70 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 425'378 CHF | 426'128 CHF | 100.00% | 100.00% |
10.05.2024 | 0.17% | 5.75 CHF | 5.76 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 436'427 CHF | 437'177 CHF | 100.00% | 100.00% |
08.05.2024 | 0.17% | 5.83 CHF | 5.84 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 436'022 CHF | 436'772 CHF | 99.77% | 99.77% |
07.05.2024 | 0.16% | 6.11 CHF | 6.12 CHF | 75'000 | 75'000 | 74'951 | 74'951 | 460'377 CHF | 461'127 CHF | 98.42% | 98.42% |
06.05.2024 | 0.16% | 6.15 CHF | 6.16 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 455'762 CHF | 456'512 CHF | 100.00% | 100.00% |
03.05.2024 | 0.17% | 5.79 CHF | 5.80 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 428'738 CHF | 429'488 CHF | 99.90% | 99.90% |
02.05.2024 | 0.17% | 5.72 CHF | 5.73 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 433'396 CHF | 434'146 CHF | 99.58% | 99.58% |