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% | 6.70 CHF | 6.71 CHF | 15'000 | 15'000 | 14'912 | 14'912 | 101'092 CHF | 101'317 CHF | 99.52% | 99.52% |
15.05.2024 | 0.21% | 6.96 CHF | 6.97 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 105'334 CHF | 105'555 CHF | 99.48% | 99.53% |
14.05.2024 | 0.22% | 6.86 CHF | 6.88 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 100'465 CHF | 100'688 CHF | 99.55% | 99.55% |
13.05.2024 | 0.22% | 6.63 CHF | 6.65 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 98'392 CHF | 98'607 CHF | 99.52% | 99.52% |
10.05.2024 | 0.23% | 6.51 CHF | 6.53 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 101'791 CHF | 102'021 CHF | 99.56% | 99.56% |
08.05.2024 | 0.22% | 6.97 CHF | 6.98 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 106'502 CHF | 106'739 CHF | 99.52% | 99.52% |
07.05.2024 | 0.21% | 7.27 CHF | 7.29 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 107'446 CHF | 107'674 CHF | 99.55% | 99.55% |
06.05.2024 | 0.21% | 6.93 CHF | 6.94 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 103'677 CHF | 103'899 CHF | 99.57% | 99.57% |
03.05.2024 | 0.22% | 6.72 CHF | 6.74 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 99'651 CHF | 99'869 CHF | 99.57% | 99.57% |
02.05.2024 | 0.22% | 6.64 CHF | 6.66 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 99'421 CHF | 99'643 CHF | 98.19% | 98.25% |