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% | 8.50 CHF | 8.51 CHF | 17'500 | 17'500 | 17'336 | 17'336 | 147'384 CHF | 147'557 CHF | 100.00% | 100.00% |
15.05.2024 | 0.12% | 8.53 CHF | 8.54 CHF | 17'500 | 17'500 | 17'648 | 17'648 | 147'757 CHF | 147'933 CHF | 100.00% | 100.00% |
14.05.2024 | 0.12% | 8.33 CHF | 8.34 CHF | 18'000 | 18'000 | 17'868 | 17'868 | 148'602 CHF | 148'780 CHF | 99.07% | 99.07% |
13.05.2024 | 0.12% | 8.46 CHF | 8.47 CHF | 17'500 | 17'500 | 17'343 | 17'343 | 146'614 CHF | 146'787 CHF | 99.77% | 99.77% |
10.05.2024 | 0.12% | 8.32 CHF | 8.33 CHF | 18'000 | 18'000 | 17'651 | 17'651 | 147'687 CHF | 147'864 CHF | 99.53% | 99.53% |
08.05.2024 | 0.12% | 8.36 CHF | 8.37 CHF | 18'000 | 18'000 | 17'493 | 17'493 | 147'108 CHF | 147'283 CHF | 99.44% | 99.44% |
07.05.2024 | 0.12% | 8.35 CHF | 8.36 CHF | 18'000 | 18'000 | 17'816 | 17'816 | 144'917 CHF | 145'096 CHF | 99.61% | 99.61% |
06.05.2024 | 0.13% | 8.06 CHF | 8.07 CHF | 18'000 | 18'000 | 17'789 | 17'789 | 143'317 CHF | 143'495 CHF | 98.40% | 98.40% |
03.05.2024 | 0.12% | 8.05 CHF | 8.06 CHF | 18'000 | 18'000 | 17'911 | 17'911 | 144'030 CHF | 144'209 CHF | 95.96% | 95.96% |
02.05.2024 | 0.13% | 7.93 CHF | 7.94 CHF | 18'000 | 18'000 | 18'166 | 18'166 | 144'227 CHF | 144'409 CHF | 99.16% | 99.16% |