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 | 0.22% | 6.64 CHF | 6.65 CHF | 54'000 | 54'000 | 23'155 | 23'155 | 163'591 CHF | 163'893 CHF | 99.31% | 99.31% |
15.05.2024 | 0.24% | 6.98 CHF | 6.99 CHF | 52'000 | 52'000 | 23'679 | 23'679 | 160'896 CHF | 161'210 CHF | 98.76% | 98.76% |
14.05.2024 | 0.25% | 6.63 CHF | 6.64 CHF | 54'000 | 54'000 | 24'770 | 24'770 | 157'130 CHF | 157'453 CHF | 99.48% | 99.48% |
13.05.2024 | 0.23% | 6.52 CHF | 6.53 CHF | 54'000 | 54'000 | 24'622 | 24'622 | 162'639 CHF | 162'959 CHF | 98.43% | 98.43% |
10.05.2024 | 0.22% | 6.60 CHF | 6.61 CHF | 54'000 | 54'000 | 23'557 | 23'557 | 163'558 CHF | 163'863 CHF | 99.99% | 99.99% |
08.05.2024 | 0.22% | 7.03 CHF | 7.04 CHF | 52'000 | 52'000 | 23'016 | 23'016 | 160'813 CHF | 161'114 CHF | 98.91% | 98.91% |
07.05.2024 | 0.23% | 7.44 CHF | 7.45 CHF | 50'000 | 50'000 | 22'171 | 22'171 | 168'227 CHF | 168'560 CHF | 97.68% | 97.68% |
06.05.2024 | 0.23% | 7.75 CHF | 7.76 CHF | 48'000 | 48'000 | 21'588 | 21'588 | 168'864 CHF | 169'191 CHF | 98.58% | 98.58% |
03.05.2024 | 0.39% | 7.29 CHF | 7.30 CHF | 50'000 | 50'000 | 17'126 | 17'126 | 128'654 CHF | 128'966 CHF | 90.75% | 90.75% |
02.05.2024 | 0.22% | 7.49 CHF | 7.50 CHF | 50'000 | 50'000 | 21'662 | 21'662 | 156'133 CHF | 156'419 CHF | 99.95% | 99.95% |