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 | 0.29% | 10.25 CHF | 10.26 CHF | 100'000 | 100'000 | 84'236 | 84'236 | 862'450 CHF | 863'687 CHF | 99.00% | 99.00% |
15.05.2024 | 0.45% | 10.02 CHF | 10.13 CHF | 20'000 | 20'000 | 73'241 | 73'241 | 702'205 CHF | 703'606 CHF | 96.82% | 96.82% |
14.05.2024 | 0.12% | 9.31 CHF | 9.32 CHF | 100'000 | 100'000 | 98'952 | 98'952 | 916'706 CHF | 917'721 CHF | 97.89% | 97.89% |
13.05.2024 | 0.13% | 9.05 CHF | 9.06 CHF | 100'000 | 100'000 | 98'502 | 98'502 | 892'516 CHF | 893'538 CHF | 100.00% | 100.00% |
10.05.2024 | 0.11% | 9.08 CHF | 9.09 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 938'663 CHF | 939'663 CHF | 98.67% | 98.67% |
08.05.2024 | 0.12% | 8.37 CHF | 8.38 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 823'386 CHF | 824'386 CHF | 100.00% | 100.00% |
07.05.2024 | 0.12% | 8.28 CHF | 8.29 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 827'407 CHF | 828'407 CHF | 99.93% | 99.93% |
06.05.2024 | 0.24% | 8.22 CHF | 8.23 CHF | 100'000 | 100'000 | 92'152 | 92'152 | 749'763 CHF | 750'881 CHF | 99.99% | 99.99% |
03.05.2024 | 0.36% | 7.39 CHF | 7.40 CHF | 100'000 | 100'000 | 86'361 | 86'361 | 652'683 CHF | 653'888 CHF | 96.69% | 96.69% |
02.05.2024 | 0.22% | 7.71 CHF | 7.72 CHF | 100'000 | 100'000 | 94'470 | 94'470 | 707'000 CHF | 708'083 CHF | 99.40% | 99.40% |