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% | 8.00 CHF | 8.01 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 207'240 CHF | 207'490 CHF | 99.38% | 99.38% |
15.05.2024 | 0.11% | 9.19 CHF | 9.20 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 227'679 CHF | 227'929 CHF | 97.63% | 97.63% |
14.05.2024 | 0.11% | 8.99 CHF | 9.00 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 225'856 CHF | 226'106 CHF | 99.17% | 99.17% |
13.05.2024 | 0.11% | 9.24 CHF | 9.25 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 230'584 CHF | 230'834 CHF | 99.38% | 99.38% |
10.05.2024 | 0.11% | 9.21 CHF | 9.22 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 228'831 CHF | 229'081 CHF | 96.01% | 96.01% |
08.05.2024 | 0.12% | 8.56 CHF | 8.57 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 214'787 CHF | 215'037 CHF | 99.39% | 99.39% |
07.05.2024 | 0.12% | 8.49 CHF | 8.50 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 205'477 CHF | 205'727 CHF | 97.64% | 97.64% |
06.05.2024 | 0.12% | 8.33 CHF | 8.34 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 206'991 CHF | 207'241 CHF | 99.22% | 99.22% |
03.05.2024 | 0.12% | 8.13 CHF | 8.14 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 201'626 CHF | 201'876 CHF | 98.90% | 98.90% |
02.05.2024 | 0.13% | 7.98 CHF | 7.99 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 198'753 CHF | 199'003 CHF | 99.38% | 99.38% |