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 | 0.42% | 11.85 CHF | 11.90 CHF | 30'000 | 30'000 | 29'719 | 29'718 | 352'928 CHF | 354'409 CHF | 100.00% | 100.00% |
15.05.2024 | 0.43% | 11.80 CHF | 11.85 CHF | 30'000 | 30'000 | 29'718 | 29'718 | 346'380 CHF | 347'868 CHF | 100.00% | 100.00% |
14.05.2024 | 0.44% | 11.55 CHF | 11.60 CHF | 30'000 | 30'000 | 29'862 | 29'862 | 342'649 CHF | 344'143 CHF | 98.82% | 98.82% |
13.05.2024 | 0.44% | 11.45 CHF | 11.50 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 341'061 CHF | 342'549 CHF | 100.00% | 100.00% |
10.05.2024 | 0.44% | 11.45 CHF | 11.50 CHF | 30'000 | 30'000 | 29'719 | 29'718 | 338'732 CHF | 340'218 CHF | 100.00% | 100.00% |
08.05.2024 | 0.45% | 11.10 CHF | 11.15 CHF | 30'000 | 30'000 | 29'718 | 29'717 | 329'947 CHF | 331'432 CHF | 100.00% | 100.00% |
07.05.2024 | 0.46% | 11.00 CHF | 11.05 CHF | 30'000 | 30'000 | 29'719 | 29'718 | 323'332 CHF | 324'804 CHF | 100.00% | 100.00% |
06.05.2024 | 0.47% | 10.60 CHF | 10.65 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 316'022 CHF | 317'507 CHF | 100.00% | 100.00% |
03.05.2024 | 0.48% | 10.50 CHF | 10.55 CHF | 30'000 | 30'000 | 29'944 | 29'879 | 313'861 CHF | 314'671 CHF | 98.28% | 98.28% |
02.05.2024 | 0.48% | 10.35 CHF | 10.40 CHF | 30'000 | 30'000 | 29'719 | 29'718 | 310'353 CHF | 311'836 CHF | 100.00% | 100.00% |