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 | 0.11% | 9.56 CHF | 9.57 CHF | 17'500 | 17'500 | 17'335 | 17'335 | 165'718 CHF | 165'892 CHF | 100.00% | 100.00% |
15.05.2024 | 0.11% | 9.58 CHF | 9.59 CHF | 17'500 | 17'500 | 17'649 | 17'649 | 166'429 CHF | 166'605 CHF | 100.00% | 100.00% |
14.05.2024 | 0.11% | 9.39 CHF | 9.40 CHF | 18'000 | 18'000 | 17'900 | 17'900 | 167'807 CHF | 167'986 CHF | 98.95% | 98.95% |
13.05.2024 | 0.11% | 9.51 CHF | 9.52 CHF | 17'500 | 17'500 | 17'343 | 17'343 | 164'926 CHF | 165'100 CHF | 99.76% | 99.76% |
10.05.2024 | 0.11% | 9.38 CHF | 9.39 CHF | 18'000 | 18'000 | 17'709 | 17'709 | 166'887 CHF | 167'064 CHF | 99.39% | 99.39% |
08.05.2024 | 0.11% | 9.42 CHF | 9.43 CHF | 18'000 | 18'000 | 17'504 | 17'504 | 165'722 CHF | 165'897 CHF | 99.40% | 99.40% |
07.05.2024 | 0.11% | 9.40 CHF | 9.41 CHF | 18'000 | 18'000 | 17'819 | 17'819 | 163'757 CHF | 163'935 CHF | 99.68% | 99.68% |
06.05.2024 | 0.11% | 9.11 CHF | 9.12 CHF | 18'000 | 18'000 | 17'800 | 17'800 | 162'204 CHF | 162'382 CHF | 98.19% | 98.19% |
03.05.2024 | 0.11% | 9.11 CHF | 9.12 CHF | 18'000 | 18'000 | 17'923 | 17'923 | 163'035 CHF | 163'215 CHF | 96.99% | 96.99% |
02.05.2024 | 0.11% | 8.98 CHF | 8.99 CHF | 18'500 | 18'500 | 18'156 | 18'156 | 163'321 CHF | 163'502 CHF | 99.05% | 99.05% |