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 | 0.11% | 9.19 CHF | 9.20 CHF | 766'100 | 766'100 | 765'827 | 765'827 | 7'086'810 CHF | 7'094'470 CHF | 98.66% | 98.66% |
22.05.2024 | 0.11% | 9.21 CHF | 9.22 CHF | 760'100 | 760'100 | 760'100 | 760'100 | 6'974'010 CHF | 6'981'610 CHF | 100.00% | 100.00% |
21.05.2024 | 0.11% | 9.25 CHF | 9.26 CHF | 754'600 | 754'600 | 754'017 | 754'017 | 6'922'250 CHF | 6'929'790 CHF | 100.00% | 100.00% |
17.05.2024 | 0.11% | 9.25 CHF | 9.26 CHF | 757'000 | 757'000 | 757'000 | 757'000 | 6'933'170 CHF | 6'940'740 CHF | 100.00% | 100.00% |
16.05.2024 | 0.11% | 9.21 CHF | 9.22 CHF | 740'900 | 740'900 | 740'439 | 740'439 | 6'941'280 CHF | 6'948'680 CHF | 100.00% | 100.00% |
15.05.2024 | 0.11% | 9.52 CHF | 9.53 CHF | 758'600 | 758'600 | 756'620 | 756'620 | 7'099'790 CHF | 7'107'380 CHF | 99.53% | 99.53% |
14.05.2024 | 0.11% | 9.22 CHF | 9.23 CHF | 755'200 | 755'200 | 755'172 | 755'172 | 6'926'520 CHF | 6'934'070 CHF | 99.82% | 99.82% |
13.05.2024 | 0.11% | 9.24 CHF | 9.25 CHF | 750'600 | 750'600 | 750'600 | 750'600 | 6'920'240 CHF | 6'927'750 CHF | 100.00% | 100.00% |
10.05.2024 | 0.11% | 9.27 CHF | 9.28 CHF | 760'600 | 760'600 | 760'600 | 760'600 | 7'101'350 CHF | 7'108'950 CHF | 100.00% | 100.00% |
08.05.2024 | 0.11% | 8.73 CHF | 8.74 CHF | 791'700 | 791'700 | 791'607 | 791'607 | 6'934'090 CHF | 6'942'010 CHF | 99.44% | 99.44% |