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 | 0.12% | 8.87 CHF | 8.88 CHF | 130'000 | 130'000 | 45'086 | 45'086 | 399'773 CHF | 400'225 CHF | 99.97% | 99.97% |
22.05.2024 | 0.11% | 8.96 CHF | 8.97 CHF | 125'000 | 125'000 | 43'771 | 43'771 | 394'020 CHF | 394'458 CHF | 100.00% | 100.00% |
21.05.2024 | 0.12% | 8.96 CHF | 8.97 CHF | 130'000 | 130'000 | 45'293 | 45'293 | 402'201 CHF | 402'654 CHF | 99.38% | 99.38% |
17.05.2024 | 0.12% | 8.45 CHF | 8.46 CHF | 135'000 | 135'000 | 46'170 | 46'170 | 388'845 CHF | 389'307 CHF | 100.00% | 100.00% |
16.05.2024 | 0.12% | 8.35 CHF | 8.36 CHF | 135'000 | 135'000 | 46'873 | 46'873 | 391'208 CHF | 391'678 CHF | 100.00% | 100.00% |
15.05.2024 | 0.12% | 8.35 CHF | 8.36 CHF | 135'000 | 135'000 | 46'901 | 46'901 | 392'640 CHF | 393'110 CHF | 99.99% | 99.99% |
14.05.2024 | 0.12% | 8.40 CHF | 8.41 CHF | 135'000 | 135'000 | 47'106 | 47'106 | 395'720 CHF | 396'191 CHF | 100.00% | 100.00% |
13.05.2024 | 0.12% | 8.30 CHF | 8.31 CHF | 135'000 | 135'000 | 47'121 | 47'121 | 389'966 CHF | 390'438 CHF | 100.00% | 100.00% |
10.05.2024 | 0.12% | 8.25 CHF | 8.26 CHF | 135'000 | 135'000 | 46'472 | 46'472 | 388'631 CHF | 389'096 CHF | 99.99% | 99.99% |
08.05.2024 | 0.12% | 8.39 CHF | 8.40 CHF | 135'000 | 135'000 | 45'812 | 45'812 | 379'504 CHF | 379'963 CHF | 98.99% | 98.99% |