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 |
---|---|---|---|---|---|---|---|---|---|---|---|
07.05.2024 | 0.11% | 9.34 CHF | 9.35 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 919'795 CHF | 920'795 CHF | 100.00% | 100.00% |
06.05.2024 | 0.11% | 9.03 CHF | 9.04 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 899'012 CHF | 900'012 CHF | 100.00% | 100.00% |
03.05.2024 | 0.11% | 8.81 CHF | 8.82 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 882'488 CHF | 883'488 CHF | 97.45% | 97.45% |
02.05.2024 | 0.11% | 8.74 CHF | 8.75 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 875'535 CHF | 876'535 CHF | 99.49% | 99.49% |
30.04.2024 | 0.11% | 8.86 CHF | 8.87 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 903'911 CHF | 904'911 CHF | 99.15% | 99.15% |
29.04.2024 | 0.11% | 9.14 CHF | 9.15 CHF | 100'000 | 100'000 | 164'472 | 164'472 | 1'518'490 CHF | 1'520'140 CHF | 100.00% | 100.00% |
26.04.2024 | 0.11% | 9.25 CHF | 9.26 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'828'840 CHF | 1'830'840 CHF | 95.14% | 95.14% |
25.04.2024 | 0.11% | 8.91 CHF | 8.92 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'791'920 CHF | 1'793'920 CHF | 96.41% | 96.41% |
24.04.2024 | 0.11% | 9.11 CHF | 9.12 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'857'930 CHF | 1'859'930 CHF | 97.66% | 97.66% |
23.04.2024 | 0.11% | 9.21 CHF | 9.22 CHF | 200'000 | 200'000 | 200'000 | 200'000 | 1'811'820 CHF | 1'813'820 CHF | 96.03% | 96.03% |