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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.50% | 10.25 CHF | 10.30 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 500'084 CHF | 502'563 CHF | 100.00% | 100.00% |
14.05.2024 | 0.31% | 9.99 CHF | 10.00 CHF | 50'000 | 50'000 | 49'560 | 49'560 | 495'318 CHF | 496'859 CHF | 99.80% | 99.80% |
13.05.2024 | 0.50% | 10.05 CHF | 10.10 CHF | 50'000 | 50'000 | 49'531 | 49'531 | 498'706 CHF | 501'185 CHF | 100.00% | 100.00% |
10.05.2024 | 0.50% | 10.00 CHF | 10.05 CHF | 50'000 | 50'000 | 49'785 | 49'785 | 500'007 CHF | 502'498 CHF | 99.18% | 99.18% |
08.05.2024 | 0.11% | 9.57 CHF | 9.58 CHF | 50'000 | 50'000 | 49'886 | 49'886 | 475'025 CHF | 475'524 CHF | 99.51% | 99.51% |
07.05.2024 | 0.11% | 9.57 CHF | 9.58 CHF | 50'000 | 50'000 | 49'479 | 49'479 | 471'695 CHF | 472'191 CHF | 99.74% | 99.74% |
06.05.2024 | 0.11% | 9.38 CHF | 9.39 CHF | 50'000 | 50'000 | 49'463 | 49'463 | 465'404 CHF | 465'900 CHF | 98.37% | 98.37% |
03.05.2024 | 0.11% | 9.21 CHF | 9.22 CHF | 50'000 | 50'000 | 49'772 | 49'772 | 459'592 CHF | 460'090 CHF | 97.21% | 97.21% |
02.05.2024 | 0.11% | 8.91 CHF | 8.92 CHF | 50'000 | 50'000 | 49'704 | 49'704 | 439'958 CHF | 440'455 CHF | 99.04% | 99.04% |
30.04.2024 | 0.11% | 8.93 CHF | 8.94 CHF | 50'000 | 50'000 | 49'805 | 49'805 | 452'994 CHF | 453'492 CHF | 99.15% | 99.15% |