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 | 0.25% | 7.89 CHF | 7.91 CHF | 47'000 | 47'000 | 46'536 | 46'536 | 373'090 CHF | 374'021 CHF | 100.00% | 100.00% |
15.05.2024 | 0.25% | 7.98 CHF | 8.00 CHF | 46'300 | 46'300 | 46'118 | 46'118 | 372'512 CHF | 373'437 CHF | 99.99% | 99.99% |
14.05.2024 | 0.25% | 8.06 CHF | 8.08 CHF | 46'200 | 46'200 | 45'656 | 45'656 | 371'204 CHF | 372'117 CHF | 99.98% | 99.98% |
13.05.2024 | 0.24% | 8.18 CHF | 8.20 CHF | 45'300 | 45'300 | 45'240 | 45'240 | 373'942 CHF | 374'846 CHF | 100.00% | 100.00% |
10.05.2024 | 0.24% | 8.37 CHF | 8.39 CHF | 45'200 | 45'200 | 44'659 | 44'659 | 371'739 CHF | 372'632 CHF | 100.00% | 100.00% |
08.05.2024 | 0.24% | 8.38 CHF | 8.40 CHF | 44'800 | 44'800 | 44'800 | 44'800 | 375'632 CHF | 376'528 CHF | 99.16% | 99.16% |
07.05.2024 | 0.24% | 8.34 CHF | 8.36 CHF | 44'800 | 44'800 | 44'375 | 44'375 | 371'479 CHF | 372'367 CHF | 99.69% | 99.69% |
06.05.2024 | 0.24% | 8.44 CHF | 8.46 CHF | 44'100 | 44'100 | 43'859 | 43'859 | 372'748 CHF | 373'625 CHF | 100.00% | 100.00% |
03.05.2024 | 0.23% | 8.60 CHF | 8.62 CHF | 43'700 | 43'700 | 44'066 | 44'066 | 376'531 CHF | 377'412 CHF | 98.76% | 98.76% |
02.05.2024 | 0.24% | 8.41 CHF | 8.43 CHF | 44'300 | 44'300 | 45'684 | 45'684 | 385'620 CHF | 386'533 CHF | 99.99% | 99.99% |