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 | 0.13% | 7.98 CHF | 7.99 CHF | 17'500 | 17'500 | 17'336 | 17'336 | 138'404 CHF | 138'578 CHF | 100.00% | 100.00% |
15.05.2024 | 0.13% | 8.01 CHF | 8.02 CHF | 17'500 | 17'500 | 17'648 | 17'648 | 138'606 CHF | 138'782 CHF | 100.00% | 100.00% |
14.05.2024 | 0.13% | 7.81 CHF | 7.82 CHF | 18'000 | 18'000 | 17'866 | 17'866 | 139'329 CHF | 139'507 CHF | 99.14% | 99.14% |
13.05.2024 | 0.13% | 7.94 CHF | 7.95 CHF | 17'500 | 17'500 | 17'343 | 17'343 | 137'636 CHF | 137'809 CHF | 99.76% | 99.76% |
10.05.2024 | 0.13% | 7.81 CHF | 7.82 CHF | 18'000 | 18'000 | 17'651 | 17'651 | 138'560 CHF | 138'737 CHF | 99.60% | 99.60% |
08.05.2024 | 0.13% | 7.84 CHF | 7.85 CHF | 18'000 | 18'000 | 17'487 | 17'487 | 138'037 CHF | 138'212 CHF | 99.51% | 99.51% |
07.05.2024 | 0.13% | 7.83 CHF | 7.84 CHF | 18'000 | 18'000 | 17'816 | 17'816 | 135'710 CHF | 135'889 CHF | 99.71% | 99.71% |
06.05.2024 | 0.13% | 7.54 CHF | 7.55 CHF | 18'000 | 18'000 | 17'777 | 17'777 | 134'016 CHF | 134'194 CHF | 98.53% | 98.53% |
03.05.2024 | 0.13% | 7.54 CHF | 7.55 CHF | 18'000 | 18'000 | 17'909 | 17'909 | 134'783 CHF | 134'962 CHF | 97.33% | 97.33% |
02.05.2024 | 0.14% | 7.41 CHF | 7.42 CHF | 18'500 | 18'500 | 18'156 | 18'156 | 134'791 CHF | 134'973 CHF | 98.91% | 98.91% |