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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.25% | 7.39 CHF | 7.40 CHF | 55'500 | 55'500 | 19'171 | 19'171 | 142'307 CHF | 142'570 CHF | 99.99% | 99.99% |
14.05.2024 | 0.24% | 7.47 CHF | 7.48 CHF | 54'700 | 54'700 | 18'956 | 18'956 | 141'651 CHF | 141'911 CHF | 100.00% | 100.00% |
13.05.2024 | 0.25% | 7.20 CHF | 7.21 CHF | 56'100 | 56'100 | 19'495 | 19'495 | 139'588 CHF | 139'855 CHF | 100.00% | 100.00% |
10.05.2024 | 0.25% | 7.10 CHF | 7.11 CHF | 55'700 | 55'700 | 19'061 | 19'061 | 140'724 CHF | 140'984 CHF | 99.99% | 99.99% |
08.05.2024 | 0.26% | 7.43 CHF | 7.44 CHF | 57'300 | 57'300 | 19'301 | 19'301 | 138'200 CHF | 138'465 CHF | 98.99% | 98.99% |
07.05.2024 | 0.24% | 6.88 CHF | 6.89 CHF | 59'900 | 59'900 | 21'779 | 21'779 | 143'515 CHF | 143'783 CHF | 97.81% | 97.81% |
06.05.2024 | 0.26% | 6.32 CHF | 6.33 CHF | 67'500 | 67'500 | 23'716 | 23'716 | 143'756 CHF | 144'050 CHF | 100.00% | 100.00% |
03.05.2024 | 0.19% | 5.67 CHF | 5.68 CHF | 75'000 | 75'000 | 25'826 | 25'826 | 142'933 CHF | 143'191 CHF | 99.73% | 99.73% |
02.05.2024 | 0.20% | 5.29 CHF | 5.30 CHF | 80'300 | 80'300 | 28'107 | 28'107 | 143'277 CHF | 143'559 CHF | 99.78% | 99.78% |
30.04.2024 | 0.20% | 4.95 CHF | 4.96 CHF | 79'500 | 79'500 | 27'033 | 27'033 | 137'797 CHF | 138'068 CHF | 99.98% | 99.98% |