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% | 8.28 CHF | 8.29 CHF | 75'000 | 75'000 | 74'249 | 74'249 | 609'782 CHF | 610'525 CHF | 93.75% | 93.75% |
23.05.2024 | 0.12% | 8.31 CHF | 8.32 CHF | 75'000 | 75'000 | 74'289 | 74'289 | 621'562 CHF | 622'305 CHF | 99.19% | 99.19% |
22.05.2024 | 0.12% | 8.30 CHF | 8.31 CHF | 75'000 | 75'000 | 74'297 | 74'297 | 618'002 CHF | 618'745 CHF | 100.00% | 100.00% |
21.05.2024 | 0.12% | 8.40 CHF | 8.41 CHF | 75'000 | 75'000 | 74'294 | 74'294 | 624'969 CHF | 625'713 CHF | 99.76% | 99.76% |
17.05.2024 | 0.12% | 8.46 CHF | 8.47 CHF | 75'000 | 75'000 | 74'299 | 74'299 | 626'812 CHF | 627'556 CHF | 99.93% | 99.93% |
16.05.2024 | 0.12% | 8.29 CHF | 8.30 CHF | 75'000 | 75'000 | 74'294 | 74'294 | 616'842 CHF | 617'585 CHF | 99.72% | 99.72% |
15.05.2024 | 0.12% | 8.20 CHF | 8.21 CHF | 75'000 | 75'000 | 74'296 | 74'296 | 600'516 CHF | 601'260 CHF | 99.84% | 99.84% |
14.05.2024 | 0.13% | 7.98 CHF | 7.99 CHF | 75'000 | 75'000 | 74'609 | 74'609 | 589'477 CHF | 590'224 CHF | 98.93% | 98.93% |
13.05.2024 | 0.13% | 7.90 CHF | 7.91 CHF | 75'000 | 75'000 | 74'297 | 74'297 | 587'127 CHF | 587'870 CHF | 100.00% | 100.00% |
10.05.2024 | 0.13% | 7.86 CHF | 7.87 CHF | 75'000 | 75'000 | 74'593 | 74'593 | 583'684 CHF | 584'430 CHF | 99.35% | 99.35% |