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 | 0.25% | 7.94 CHF | 7.96 CHF | 18'900 | 18'900 | 18'619 | 18'619 | 148'299 CHF | 148'672 CHF | 100.00% | 100.00% |
15.05.2024 | 0.24% | 8.39 CHF | 8.41 CHF | 18'500 | 18'500 | 18'377 | 18'377 | 156'325 CHF | 156'694 CHF | 99.98% | 99.98% |
14.05.2024 | 0.25% | 8.36 CHF | 8.38 CHF | 19'300 | 19'300 | 19'384 | 19'384 | 157'137 CHF | 157'524 CHF | 99.77% | 99.77% |
13.05.2024 | 0.25% | 7.91 CHF | 7.93 CHF | 19'500 | 19'500 | 19'341 | 19'341 | 155'019 CHF | 155'406 CHF | 100.00% | 100.00% |
10.05.2024 | 0.25% | 7.99 CHF | 8.01 CHF | 19'400 | 19'400 | 19'261 | 19'261 | 155'404 CHF | 155'789 CHF | 99.99% | 99.99% |
08.05.2024 | 0.24% | 8.21 CHF | 8.23 CHF | 18'400 | 18'400 | 18'419 | 18'419 | 152'072 CHF | 152'441 CHF | 99.09% | 99.09% |
07.05.2024 | 0.24% | 8.30 CHF | 8.32 CHF | 19'900 | 19'900 | 19'994 | 19'994 | 163'486 CHF | 163'886 CHF | 99.52% | 99.52% |
06.05.2024 | 0.27% | 7.54 CHF | 7.56 CHF | 21'800 | 21'800 | 22'088 | 22'088 | 160'744 CHF | 161'186 CHF | 100.00% | 100.00% |
03.05.2024 | 0.29% | 6.79 CHF | 6.81 CHF | 23'300 | 23'300 | 23'395 | 23'395 | 159'694 CHF | 160'162 CHF | 99.64% | 99.64% |
02.05.2024 | 0.30% | 6.59 CHF | 6.61 CHF | 24'000 | 24'000 | 23'785 | 23'785 | 157'218 CHF | 157'694 CHF | 99.98% | 99.98% |