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 | 0.11% | 8.83 CHF | 8.84 CHF | 50'000 | 50'000 | 49'529 | 49'529 | 437'996 CHF | 438'492 CHF | 99.72% | 99.72% |
15.05.2024 | 0.12% | 8.74 CHF | 8.75 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 427'092 CHF | 427'588 CHF | 99.84% | 99.84% |
14.05.2024 | 0.12% | 8.52 CHF | 8.53 CHF | 50'000 | 50'000 | 49'740 | 49'740 | 419'876 CHF | 420'374 CHF | 98.93% | 98.93% |
13.05.2024 | 0.12% | 8.44 CHF | 8.45 CHF | 50'000 | 50'000 | 49'532 | 49'532 | 418'171 CHF | 418'667 CHF | 100.00% | 100.00% |
10.05.2024 | 0.12% | 8.40 CHF | 8.41 CHF | 50'000 | 50'000 | 49'741 | 49'741 | 416'078 CHF | 416'576 CHF | 99.28% | 99.28% |
08.05.2024 | 0.12% | 8.09 CHF | 8.10 CHF | 50'000 | 50'000 | 49'710 | 49'710 | 400'950 CHF | 401'447 CHF | 99.65% | 99.65% |
07.05.2024 | 0.13% | 7.96 CHF | 7.97 CHF | 50'000 | 50'000 | 49'501 | 49'501 | 388'296 CHF | 388'792 CHF | 99.58% | 99.58% |
06.05.2024 | 0.13% | 7.57 CHF | 7.58 CHF | 50'000 | 50'000 | 49'434 | 49'434 | 375'666 CHF | 376'161 CHF | 98.25% | 98.25% |
03.05.2024 | 0.13% | 7.46 CHF | 7.47 CHF | 50'000 | 50'000 | 49'772 | 49'772 | 370'840 CHF | 371'338 CHF | 97.30% | 97.30% |
02.05.2024 | 0.14% | 7.32 CHF | 7.33 CHF | 50'000 | 50'000 | 49'721 | 49'721 | 368'463 CHF | 368'961 CHF | 99.25% | 99.25% |