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 | 0.10% | 9.83 CHF | 9.84 CHF | 20'000 | 20'000 | 19'813 | 19'813 | 193'942 CHF | 194'143 CHF | 96.97% | 96.97% |
15.05.2024 | 0.47% | 10.60 CHF | 10.65 CHF | 21'000 | 21'000 | 20'802 | 20'802 | 222'001 CHF | 223'043 CHF | 100.00% | 100.00% |
14.05.2024 | 0.46% | 10.95 CHF | 11.00 CHF | 21'000 | 21'000 | 21'141 | 21'141 | 233'286 CHF | 234'344 CHF | 98.73% | 98.73% |
13.05.2024 | 0.47% | 10.60 CHF | 10.65 CHF | 21'000 | 21'000 | 20'802 | 20'802 | 222'686 CHF | 223'727 CHF | 100.00% | 100.00% |
10.05.2024 | 0.47% | 10.85 CHF | 10.90 CHF | 21'000 | 21'000 | 20'825 | 20'825 | 224'620 CHF | 225'662 CHF | 99.42% | 99.42% |
08.05.2024 | 0.45% | 11.15 CHF | 11.20 CHF | 21'000 | 21'000 | 21'433 | 21'433 | 239'348 CHF | 240'420 CHF | 99.44% | 99.44% |
07.05.2024 | 0.44% | 11.20 CHF | 11.25 CHF | 22'000 | 22'000 | 21'760 | 21'760 | 246'973 CHF | 248'062 CHF | 99.78% | 99.78% |
06.05.2024 | 0.44% | 11.50 CHF | 11.55 CHF | 22'000 | 22'000 | 21'727 | 21'727 | 250'354 CHF | 251'442 CHF | 83.70% | 98.55% |
03.05.2024 | 0.42% | 11.70 CHF | 11.75 CHF | 22'000 | 22'000 | 21'912 | 21'912 | 258'921 CHF | 260'017 CHF | 97.93% | 97.93% |
02.05.2024 | 0.43% | 12.00 CHF | 12.05 CHF | 22'000 | 22'000 | 21'912 | 21'912 | 253'007 CHF | 254'103 CHF | 99.08% | 99.08% |