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 | 0.12% | 8.47 CHF | 8.48 CHF | 300'000 | 300'000 | 299'764 | 299'764 | 2'544'740 CHF | 2'547'740 CHF | 100.00% | 100.00% |
15.05.2024 | 0.12% | 8.39 CHF | 8.40 CHF | 300'000 | 300'000 | 299'422 | 299'422 | 2'475'050 CHF | 2'478'050 CHF | 99.90% | 99.90% |
14.05.2024 | 0.12% | 8.16 CHF | 8.17 CHF | 300'000 | 300'000 | 299'963 | 299'963 | 2'425'130 CHF | 2'428'130 CHF | 99.81% | 99.81% |
13.05.2024 | 0.12% | 8.09 CHF | 8.10 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'426'210 CHF | 2'429'210 CHF | 100.00% | 100.00% |
10.05.2024 | 0.12% | 8.06 CHF | 8.07 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'405'610 CHF | 2'408'610 CHF | 100.00% | 100.00% |
08.05.2024 | 0.13% | 7.75 CHF | 7.76 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'315'680 CHF | 2'318'680 CHF | 99.77% | 99.77% |
07.05.2024 | 0.13% | 7.62 CHF | 7.63 CHF | 300'000 | 300'000 | 299'852 | 299'852 | 2'247'870 CHF | 2'250'870 CHF | 96.15% | 96.15% |
06.05.2024 | 0.14% | 7.22 CHF | 7.23 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'176'370 CHF | 2'179'370 CHF | 100.00% | 100.00% |
03.05.2024 | 0.14% | 7.11 CHF | 7.12 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'131'410 CHF | 2'134'410 CHF | 99.89% | 99.89% |
02.05.2024 | 0.14% | 6.98 CHF | 6.99 CHF | 300'000 | 300'000 | 300'000 | 300'000 | 2'120'130 CHF | 2'123'130 CHF | 99.57% | 99.57% |