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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 0.35% | 8.44 CHF | 8.47 CHF | 24'700 | 24'700 | 24'694 | 24'694 | 211'512 CHF | 212'253 CHF | 100.00% | 100.00% |
22.05.2024 | 0.35% | 8.57 CHF | 8.60 CHF | 24'700 | 24'700 | 25'118 | 25'118 | 214'408 CHF | 215'161 CHF | 100.00% | 100.00% |
21.05.2024 | 0.36% | 8.16 CHF | 8.19 CHF | 25'400 | 25'400 | 25'578 | 25'578 | 210'711 CHF | 211'479 CHF | 99.14% | 99.14% |
17.05.2024 | 0.38% | 8.00 CHF | 8.03 CHF | 26'600 | 26'600 | 27'501 | 27'501 | 218'151 CHF | 218'976 CHF | 100.00% | 100.00% |
16.05.2024 | 0.41% | 7.62 CHF | 7.65 CHF | 28'100 | 28'100 | 28'435 | 28'435 | 210'446 CHF | 211'300 CHF | 100.00% | 100.00% |
15.05.2024 | 0.41% | 7.47 CHF | 7.50 CHF | 28'700 | 28'700 | 28'688 | 28'688 | 209'493 CHF | 210'356 CHF | 99.98% | 99.98% |
14.05.2024 | 0.41% | 7.33 CHF | 7.36 CHF | 28'800 | 28'800 | 29'339 | 29'339 | 211'741 CHF | 212'621 CHF | 99.97% | 99.97% |
13.05.2024 | 0.43% | 7.14 CHF | 7.17 CHF | 29'700 | 29'700 | 29'760 | 29'760 | 208'474 CHF | 209'367 CHF | 100.00% | 100.00% |
10.05.2024 | 0.35% | 6.85 CHF | 6.88 CHF | 29'800 | 29'800 | 30'341 | 30'341 | 210'216 CHF | 210'942 CHF | 100.00% | 100.00% |
08.05.2024 | 0.29% | 6.85 CHF | 6.87 CHF | 30'200 | 30'200 | 30'200 | 30'200 | 206'850 CHF | 207'454 CHF | 99.16% | 99.16% |