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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.05.2024 | 0.12% | 8.61 CHF | 8.62 CHF | 50'000 | 50'000 | 49'501 | 49'500 | 422'959 CHF | 423'442 CHF | 93.98% | 93.98% |
23.05.2024 | 0.12% | 8.65 CHF | 8.66 CHF | 50'000 | 50'000 | 49'526 | 49'526 | 430'815 CHF | 431'305 CHF | 99.09% | 99.09% |
22.05.2024 | 0.12% | 8.63 CHF | 8.64 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 428'431 CHF | 428'927 CHF | 100.00% | 100.00% |
21.05.2024 | 0.12% | 8.73 CHF | 8.74 CHF | 50'000 | 50'000 | 49'528 | 49'528 | 433'120 CHF | 433'615 CHF | 99.57% | 99.57% |
17.05.2024 | 0.12% | 8.79 CHF | 8.80 CHF | 50'000 | 50'000 | 49'533 | 49'530 | 434'309 CHF | 434'780 CHF | 99.94% | 99.94% |
16.05.2024 | 0.12% | 8.62 CHF | 8.63 CHF | 50'000 | 50'000 | 49'532 | 49'532 | 427'664 CHF | 428'159 CHF | 100.00% | 100.00% |
15.05.2024 | 0.12% | 8.53 CHF | 8.54 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 416'748 CHF | 417'243 CHF | 99.77% | 99.77% |
14.05.2024 | 0.12% | 8.31 CHF | 8.32 CHF | 50'000 | 50'000 | 49'560 | 49'560 | 408'017 CHF | 408'513 CHF | 99.23% | 99.23% |
13.05.2024 | 0.12% | 8.23 CHF | 8.24 CHF | 50'000 | 50'000 | 49'533 | 49'529 | 407'852 CHF | 408'320 CHF | 100.00% | 100.00% |
10.05.2024 | 0.12% | 8.19 CHF | 8.20 CHF | 50'000 | 50'000 | 49'604 | 49'604 | 404'576 CHF | 405'073 CHF | 99.66% | 99.66% |