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 | 0.23% | 8.96 CHF | 8.98 CHF | 63'000 | 63'000 | 31'705 | 31'705 | 277'498 CHF | 278'134 CHF | 100.00% | 100.00% |
15.05.2024 | 0.22% | 8.78 CHF | 8.80 CHF | 64'000 | 64'000 | 31'367 | 31'367 | 286'134 CHF | 286'765 CHF | 99.98% | 99.98% |
14.05.2024 | 0.24% | 9.47 CHF | 9.49 CHF | 62'000 | 62'000 | 32'039 | 32'039 | 281'537 CHF | 282'180 CHF | 99.98% | 99.98% |
13.05.2024 | 0.25% | 8.68 CHF | 8.70 CHF | 64'000 | 64'000 | 32'572 | 32'572 | 272'517 CHF | 273'170 CHF | 100.00% | 100.00% |
10.05.2024 | 0.24% | 8.03 CHF | 8.05 CHF | 66'000 | 66'000 | 31'598 | 31'598 | 268'210 CHF | 268'843 CHF | 100.00% | 100.00% |
08.05.2024 | 0.23% | 8.88 CHF | 8.90 CHF | 64'000 | 64'000 | 31'465 | 31'465 | 278'848 CHF | 279'479 CHF | 96.42% | 96.42% |
07.05.2024 | 0.21% | 9.68 CHF | 9.70 CHF | 62'000 | 62'000 | 30'508 | 30'508 | 297'985 CHF | 298'596 CHF | 97.62% | 97.62% |
06.05.2024 | 0.20% | 9.97 CHF | 9.99 CHF | 61'000 | 61'000 | 30'676 | 30'676 | 310'446 CHF | 311'061 CHF | 98.41% | 98.41% |
03.05.2024 | 0.21% | 9.45 CHF | 9.47 CHF | 62'000 | 62'000 | 30'561 | 30'561 | 297'423 CHF | 298'035 CHF | 99.81% | 99.81% |
02.05.2024 | 0.20% | 9.64 CHF | 9.66 CHF | 61'000 | 61'000 | 30'047 | 30'047 | 297'156 CHF | 297'758 CHF | 99.94% | 99.94% |