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 | 0.24% | 12.20 CHF | 12.21 CHF | 100'000 | 100'000 | 84'236 | 84'236 | 1'025'600 CHF | 1'026'830 CHF | 99.00% | 99.00% |
15.05.2024 | 0.37% | 11.96 CHF | 12.07 CHF | 20'000 | 20'000 | 73'235 | 73'235 | 844'334 CHF | 845'736 CHF | 96.84% | 96.84% |
14.05.2024 | 0.10% | 11.25 CHF | 11.26 CHF | 100'000 | 100'000 | 98'952 | 98'952 | 1'109'260 CHF | 1'110'270 CHF | 97.88% | 97.88% |
13.05.2024 | 0.11% | 11.00 CHF | 11.01 CHF | 100'000 | 100'000 | 98'502 | 98'502 | 1'083'950 CHF | 1'084'970 CHF | 100.00% | 100.00% |
10.05.2024 | 0.09% | 11.02 CHF | 11.03 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'132'930 CHF | 1'133'930 CHF | 98.66% | 98.66% |
08.05.2024 | 0.10% | 10.32 CHF | 10.33 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'017'940 CHF | 1'018'940 CHF | 100.00% | 100.00% |
07.05.2024 | 0.10% | 10.22 CHF | 10.23 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'021'600 CHF | 1'022'600 CHF | 99.95% | 99.95% |
06.05.2024 | 0.20% | 10.16 CHF | 10.17 CHF | 100'000 | 100'000 | 92'152 | 92'152 | 928'256 CHF | 929'374 CHF | 99.99% | 99.99% |
03.05.2024 | 0.29% | 9.32 CHF | 9.33 CHF | 100'000 | 100'000 | 86'153 | 86'153 | 818'161 CHF | 819'368 CHF | 97.02% | 97.02% |
02.05.2024 | 0.18% | 9.66 CHF | 9.67 CHF | 100'000 | 100'000 | 94'452 | 94'452 | 891'119 CHF | 892'202 CHF | 99.40% | 99.40% |