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 | 0.50% | 10.10 CHF | 10.15 CHF | 17'500 | 17'500 | 17'336 | 17'336 | 175'119 CHF | 175'986 CHF | 100.00% | 100.00% |
15.05.2024 | 0.28% | 10.15 CHF | 10.20 CHF | 17'500 | 17'500 | 17'636 | 17'636 | 176'095 CHF | 176'570 CHF | 100.00% | 100.00% |
14.05.2024 | 0.10% | 9.95 CHF | 9.96 CHF | 18'000 | 18'000 | 17'867 | 17'867 | 177'535 CHF | 177'719 CHF | 99.07% | 99.07% |
13.05.2024 | 0.48% | 10.05 CHF | 10.10 CHF | 17'500 | 17'500 | 17'343 | 17'343 | 174'352 CHF | 175'190 CHF | 99.76% | 99.76% |
10.05.2024 | 0.23% | 9.94 CHF | 9.95 CHF | 18'000 | 18'000 | 17'651 | 17'651 | 176'162 CHF | 176'571 CHF | 99.57% | 99.57% |
08.05.2024 | 0.38% | 9.98 CHF | 9.99 CHF | 18'000 | 18'000 | 17'425 | 17'425 | 174'456 CHF | 175'113 CHF | 99.63% | 99.63% |
07.05.2024 | 0.10% | 9.97 CHF | 9.98 CHF | 18'000 | 18'000 | 17'819 | 17'819 | 173'811 CHF | 173'989 CHF | 99.65% | 99.65% |
06.05.2024 | 0.10% | 9.67 CHF | 9.68 CHF | 18'000 | 18'000 | 17'786 | 17'786 | 172'058 CHF | 172'236 CHF | 98.52% | 98.52% |
03.05.2024 | 0.10% | 9.67 CHF | 9.68 CHF | 18'000 | 18'000 | 17'911 | 17'911 | 173'004 CHF | 173'183 CHF | 96.42% | 96.42% |
02.05.2024 | 0.10% | 9.54 CHF | 9.55 CHF | 18'500 | 18'500 | 18'186 | 18'186 | 173'806 CHF | 173'988 CHF | 99.08% | 99.08% |