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 | 0.12% | 8.05 CHF | 8.06 CHF | 75'000 | 75'000 | 74'953 | 74'953 | 609'111 CHF | 609'861 CHF | 100.00% | 100.00% |
15.05.2024 | 0.13% | 7.93 CHF | 7.94 CHF | 75'000 | 75'000 | 74'866 | 74'866 | 585'480 CHF | 586'230 CHF | 100.00% | 100.00% |
14.05.2024 | 0.13% | 7.81 CHF | 7.82 CHF | 75'000 | 75'000 | 74'994 | 74'994 | 582'669 CHF | 583'419 CHF | 99.81% | 99.81% |
13.05.2024 | 0.13% | 7.68 CHF | 7.69 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 574'895 CHF | 575'645 CHF | 100.00% | 100.00% |
10.05.2024 | 0.13% | 7.74 CHF | 7.75 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 586'080 CHF | 586'830 CHF | 99.99% | 99.99% |
08.05.2024 | 0.13% | 7.83 CHF | 7.84 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 586'221 CHF | 586'971 CHF | 99.77% | 99.77% |
07.05.2024 | 0.12% | 8.12 CHF | 8.13 CHF | 75'000 | 75'000 | 74'977 | 74'977 | 611'466 CHF | 612'216 CHF | 98.41% | 98.41% |
06.05.2024 | 0.12% | 8.16 CHF | 8.17 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 607'028 CHF | 607'778 CHF | 100.00% | 100.00% |
03.05.2024 | 0.13% | 7.82 CHF | 7.83 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 580'925 CHF | 581'675 CHF | 99.89% | 99.89% |
02.05.2024 | 0.13% | 7.75 CHF | 7.76 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 584'622 CHF | 585'372 CHF | 99.64% | 99.64% |