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 | 0.08% | 13.12 CHF | 13.13 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 261'711 CHF | 261'911 CHF | 99.26% | 99.26% |
15.05.2024 | 0.08% | 12.67 CHF | 12.68 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 254'388 CHF | 254'588 CHF | 97.58% | 97.58% |
14.05.2024 | 0.08% | 12.69 CHF | 12.70 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 251'812 CHF | 252'012 CHF | 98.88% | 98.88% |
13.05.2024 | 0.08% | 12.75 CHF | 12.76 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 256'713 CHF | 256'913 CHF | 99.39% | 99.39% |
10.05.2024 | 0.08% | 13.05 CHF | 13.06 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 259'222 CHF | 259'422 CHF | 96.01% | 96.01% |
08.05.2024 | 0.08% | 11.95 CHF | 11.96 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 236'795 CHF | 236'995 CHF | 99.39% | 99.39% |
07.05.2024 | 0.09% | 11.29 CHF | 11.30 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 222'843 CHF | 223'043 CHF | 99.24% | 99.24% |
06.05.2024 | 0.09% | 11.03 CHF | 11.04 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 217'042 CHF | 217'242 CHF | 99.22% | 99.22% |
03.05.2024 | 0.09% | 10.50 CHF | 10.51 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 213'981 CHF | 214'181 CHF | 98.93% | 98.93% |
02.05.2024 | 0.09% | 10.90 CHF | 10.91 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 220'352 CHF | 220'552 CHF | 99.39% | 99.39% |