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 | 0.09% | 12.94 CHF | 12.95 CHF | 4'200 | 4'200 | 4'045 | 4'045 | 51'191 CHF | 51'234 CHF | 99.81% | 99.81% |
15.05.2024 | 0.08% | 12.56 CHF | 12.57 CHF | 4'800 | 4'800 | 4'793 | 4'793 | 58'289 CHF | 58'337 CHF | 99.09% | 99.09% |
14.05.2024 | 0.10% | 10.29 CHF | 10.30 CHF | 5'400 | 5'400 | 5'374 | 5'374 | 54'351 CHF | 54'405 CHF | 99.40% | 99.40% |
13.05.2024 | 0.10% | 9.56 CHF | 9.57 CHF | 5'400 | 5'400 | 5'311 | 5'311 | 52'382 CHF | 52'435 CHF | 99.82% | 99.82% |
10.05.2024 | 0.10% | 9.87 CHF | 9.88 CHF | 5'400 | 5'400 | 5'298 | 5'298 | 52'537 CHF | 52'590 CHF | 100.00% | 100.00% |
08.05.2024 | 0.10% | 9.44 CHF | 9.45 CHF | 5'600 | 5'600 | 5'568 | 5'568 | 53'941 CHF | 53'997 CHF | 98.93% | 98.93% |
07.05.2024 | 0.11% | 9.34 CHF | 9.35 CHF | 5'800 | 5'800 | 5'789 | 5'789 | 53'256 CHF | 53'314 CHF | 99.41% | 99.41% |
06.05.2024 | 0.11% | 8.98 CHF | 8.99 CHF | 5'900 | 5'900 | 5'861 | 5'861 | 52'697 CHF | 52'755 CHF | 100.00% | 100.00% |
03.05.2024 | 0.11% | 8.95 CHF | 8.96 CHF | 6'000 | 6'000 | 5'977 | 5'977 | 54'810 CHF | 54'870 CHF | 99.92% | 99.92% |
02.05.2024 | 0.12% | 8.60 CHF | 8.61 CHF | 6'300 | 6'300 | 6'274 | 6'274 | 53'233 CHF | 53'296 CHF | 98.52% | 98.52% |