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 | 0.21% | 7.50 CHF | 7.52 CHF | 20'000 | 20'000 | 20'088 | 20'088 | 150'570 CHF | 150'881 CHF | 99.56% | 99.56% |
15.05.2024 | 0.21% | 7.18 CHF | 7.20 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 140'082 CHF | 140'378 CHF | 99.50% | 99.50% |
14.05.2024 | 0.22% | 6.96 CHF | 6.98 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 140'592 CHF | 140'895 CHF | 99.48% | 99.48% |
13.05.2024 | 0.21% | 7.20 CHF | 7.22 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 143'947 CHF | 144'246 CHF | 99.50% | 99.50% |
10.05.2024 | 0.22% | 7.13 CHF | 7.15 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 144'450 CHF | 144'762 CHF | 99.55% | 99.55% |
08.05.2024 | 0.20% | 7.15 CHF | 7.16 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 142'973 CHF | 143'264 CHF | 99.53% | 99.53% |
07.05.2024 | 0.21% | 6.88 CHF | 6.89 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 132'203 CHF | 132'484 CHF | 99.56% | 99.56% |
06.05.2024 | 0.22% | 6.42 CHF | 6.44 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 126'441 CHF | 126'714 CHF | 99.52% | 99.52% |
03.05.2024 | 0.21% | 6.27 CHF | 6.28 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 124'534 CHF | 124'794 CHF | 99.54% | 99.54% |
02.05.2024 | 0.22% | 6.09 CHF | 6.11 CHF | 20'000 | 20'000 | 16'760 | 16'760 | 102'338 CHF | 102'562 CHF | 99.36% | 99.48% |