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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 0.30% | 6.48 CHF | 6.50 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 95'799 CHF | 96'087 CHF | 100.00% | 100.00% |
22.05.2024 | 0.32% | 6.21 CHF | 6.23 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 93'688 CHF | 93'990 CHF | 100.00% | 100.00% |
21.05.2024 | 0.31% | 6.39 CHF | 6.41 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 96'453 CHF | 96'757 CHF | 100.00% | 100.00% |
17.05.2024 | 0.33% | 6.28 CHF | 6.30 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 92'948 CHF | 93'251 CHF | 100.00% | 100.00% |
16.05.2024 | 0.32% | 6.22 CHF | 6.24 CHF | 15'000 | 15'000 | 14'876 | 14'876 | 95'116 CHF | 95'422 CHF | 100.00% | 100.00% |
15.05.2024 | 0.29% | 6.43 CHF | 6.45 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 95'283 CHF | 95'559 CHF | 100.00% | 100.00% |
14.05.2024 | 0.31% | 6.05 CHF | 6.07 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 88'217 CHF | 88'489 CHF | 100.00% | 100.00% |
13.05.2024 | 0.31% | 6.02 CHF | 6.04 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 89'805 CHF | 90'080 CHF | 100.00% | 100.00% |
10.05.2024 | 0.29% | 6.07 CHF | 6.09 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 91'504 CHF | 91'771 CHF | 100.00% | 100.00% |
08.05.2024 | 0.30% | 5.86 CHF | 5.88 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 87'973 CHF | 88'235 CHF | 100.00% | 100.00% |