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 | 0.24% | 8.41 CHF | 8.43 CHF | 46'700 | 46'700 | 46'656 | 46'656 | 394'027 CHF | 394'961 CHF | 100.00% | 100.00% |
15.05.2024 | 0.24% | 8.45 CHF | 8.47 CHF | 47'000 | 47'000 | 46'878 | 46'878 | 396'046 CHF | 396'986 CHF | 100.00% | 100.00% |
14.05.2024 | 0.24% | 8.37 CHF | 8.39 CHF | 47'300 | 47'300 | 47'300 | 47'300 | 393'420 CHF | 394'366 CHF | 99.57% | 99.57% |
13.05.2024 | 0.24% | 8.27 CHF | 8.29 CHF | 46'800 | 46'800 | 46'800 | 46'800 | 388'496 CHF | 389'432 CHF | 100.00% | 100.00% |
10.05.2024 | 0.24% | 8.35 CHF | 8.37 CHF | 47'900 | 47'900 | 47'900 | 47'900 | 401'086 CHF | 402'044 CHF | 100.00% | 100.00% |
08.05.2024 | 0.25% | 7.87 CHF | 7.89 CHF | 49'900 | 49'900 | 49'894 | 49'894 | 391'538 CHF | 392'536 CHF | 99.67% | 99.67% |
07.05.2024 | 0.26% | 7.75 CHF | 7.77 CHF | 52'200 | 52'200 | 52'190 | 52'190 | 400'955 CHF | 401'999 CHF | 99.51% | 99.51% |
06.05.2024 | - | - CHF | - CHF | 0 | 0 | 0 | 0 | 0 CHF | 0 CHF | 0.00% | 0.00% |
03.05.2024 | 0.27% | 7.24 CHF | 7.26 CHF | 53'200 | 53'200 | 53'200 | 53'200 | 387'596 CHF | 388'660 CHF | 99.99% | 99.99% |
02.05.2024 | 0.28% | 7.15 CHF | 7.17 CHF | 54'500 | 54'500 | 54'500 | 54'500 | 385'521 CHF | 386'611 CHF | 99.63% | 99.63% |