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 |
---|---|---|---|---|---|---|---|---|---|---|---|
10.05.2024 | 0.12% | 8.54 CHF | 8.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 859'225 CHF | 860'225 CHF | 98.68% | 98.68% |
08.05.2024 | 0.12% | 8.31 CHF | 8.32 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 829'995 CHF | 830'995 CHF | 100.00% | 100.00% |
07.05.2024 | 0.12% | 8.20 CHF | 8.21 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 806'247 CHF | 807'247 CHF | 100.00% | 100.00% |
06.05.2024 | 0.13% | 7.90 CHF | 7.91 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 785'717 CHF | 786'717 CHF | 99.99% | 99.99% |
03.05.2024 | 0.13% | 7.68 CHF | 7.69 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 769'286 CHF | 770'286 CHF | 97.10% | 97.10% |
02.05.2024 | 0.13% | 7.61 CHF | 7.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 762'152 CHF | 763'152 CHF | 99.21% | 99.21% |
30.04.2024 | 0.13% | 7.73 CHF | 7.74 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 790'388 CHF | 791'388 CHF | 99.19% | 99.19% |
29.04.2024 | 0.12% | 8.01 CHF | 8.02 CHF | 100'000 | 100'000 | 164'497 | 164'497 | 1'332'320 CHF | 1'333'960 CHF | 99.97% | 99.97% |
26.04.2024 | 0.12% | 8.12 CHF | 8.13 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'602'020 CHF | 1'604'020 CHF | 95.40% | 95.40% |
25.04.2024 | 0.13% | 7.78 CHF | 7.79 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'564'890 CHF | 1'566'890 CHF | 96.32% | 96.32% |