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% | 6.28 CHF | 6.29 CHF | 75'000 | 75'000 | 74'929 | 74'929 | 476'525 CHF | 477'275 CHF | 100.00% | 100.00% |
15.05.2024 | 0.17% | 6.16 CHF | 6.17 CHF | 75'000 | 75'000 | 74'849 | 74'849 | 453'523 CHF | 454'273 CHF | 99.83% | 99.83% |
14.05.2024 | 0.17% | 6.05 CHF | 6.06 CHF | 75'000 | 75'000 | 74'980 | 74'980 | 450'825 CHF | 451'575 CHF | 99.81% | 99.81% |
13.05.2024 | 0.17% | 5.92 CHF | 5.93 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 442'790 CHF | 443'540 CHF | 100.00% | 100.00% |
10.05.2024 | 0.17% | 5.98 CHF | 5.99 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 453'842 CHF | 454'592 CHF | 100.00% | 100.00% |
08.05.2024 | 0.17% | 6.06 CHF | 6.07 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 453'464 CHF | 454'214 CHF | 99.77% | 99.77% |
07.05.2024 | 0.16% | 6.34 CHF | 6.35 CHF | 75'000 | 75'000 | 74'942 | 74'942 | 477'819 CHF | 478'569 CHF | 98.42% | 98.42% |
06.05.2024 | 0.16% | 6.38 CHF | 6.39 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 473'288 CHF | 474'038 CHF | 100.00% | 100.00% |
03.05.2024 | 0.17% | 6.03 CHF | 6.04 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 446'344 CHF | 447'094 CHF | 99.87% | 99.87% |
02.05.2024 | 0.17% | 5.95 CHF | 5.96 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 450'918 CHF | 451'668 CHF | 99.57% | 99.57% |