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 | 0.43% | 11.65 CHF | 11.70 CHF | 17'500 | 17'500 | 17'335 | 17'335 | 201'799 CHF | 202'667 CHF | 100.00% | 100.00% |
15.05.2024 | 0.44% | 11.65 CHF | 11.70 CHF | 17'500 | 17'500 | 17'662 | 17'662 | 203'284 CHF | 204'168 CHF | 100.00% | 100.00% |
14.05.2024 | 0.44% | 11.45 CHF | 11.50 CHF | 18'000 | 18'000 | 17'831 | 17'831 | 204'213 CHF | 205'105 CHF | 99.30% | 99.30% |
13.05.2024 | 0.43% | 11.60 CHF | 11.65 CHF | 17'500 | 17'500 | 17'342 | 17'342 | 201'008 CHF | 201'876 CHF | 99.76% | 99.76% |
10.05.2024 | 0.44% | 11.45 CHF | 11.50 CHF | 18'000 | 18'000 | 17'701 | 17'701 | 203'599 CHF | 204'485 CHF | 99.38% | 99.38% |
08.05.2024 | 0.43% | 11.50 CHF | 11.55 CHF | 18'000 | 18'000 | 17'498 | 17'498 | 202'023 CHF | 202'898 CHF | 99.41% | 99.41% |
07.05.2024 | 0.45% | 11.50 CHF | 11.55 CHF | 18'000 | 18'000 | 17'818 | 17'818 | 200'759 CHF | 201'651 CHF | 99.61% | 99.61% |
06.05.2024 | 0.45% | 11.20 CHF | 11.25 CHF | 18'000 | 18'000 | 17'795 | 17'795 | 199'096 CHF | 199'987 CHF | 98.44% | 98.44% |
03.05.2024 | 0.45% | 11.20 CHF | 11.25 CHF | 18'000 | 18'000 | 17'919 | 17'919 | 200'225 CHF | 201'122 CHF | 93.24% | 93.24% |
02.05.2024 | 0.45% | 11.05 CHF | 11.10 CHF | 18'000 | 18'000 | 18'188 | 18'188 | 201'332 CHF | 202'242 CHF | 99.48% | 99.48% |