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 | 0.21% | 8.89 CHF | 8.91 CHF | 71'500 | 71'500 | 71'482 | 71'482 | 690'100 CHF | 691'530 CHF | 99.98% | 99.98% |
22.05.2024 | 0.22% | 9.32 CHF | 9.34 CHF | 66'600 | 66'600 | 66'600 | 66'600 | 605'859 CHF | 607'191 CHF | 100.00% | 100.00% |
21.05.2024 | 0.23% | 8.89 CHF | 8.91 CHF | 70'300 | 70'300 | 70'267 | 70'267 | 616'727 CHF | 618'133 CHF | 99.77% | 99.77% |
17.05.2024 | 0.24% | 8.44 CHF | 8.46 CHF | 72'900 | 72'900 | 72'900 | 72'900 | 613'048 CHF | 614'506 CHF | 100.00% | 100.00% |
16.05.2024 | 0.22% | 9.25 CHF | 9.27 CHF | 69'300 | 69'300 | 69'258 | 69'258 | 623'635 CHF | 625'021 CHF | 100.00% | 100.00% |
15.05.2024 | 0.28% | 8.26 CHF | 8.28 CHF | 88'600 | 88'600 | 88'377 | 88'377 | 631'193 CHF | 632'965 CHF | 99.89% | 99.89% |
14.05.2024 | 0.32% | 6.34 CHF | 6.36 CHF | 98'700 | 98'700 | 98'691 | 98'691 | 608'410 CHF | 610'384 CHF | 99.94% | 99.94% |
13.05.2024 | 0.31% | 6.26 CHF | 6.28 CHF | 97'000 | 97'000 | 97'000 | 97'000 | 620'070 CHF | 622'010 CHF | 100.00% | 100.00% |
10.05.2024 | 0.31% | 6.04 CHF | 6.06 CHF | 100'800 | 100'800 | 100'800 | 100'800 | 645'274 CHF | 647'290 CHF | 100.00% | 100.00% |
08.05.2024 | 0.39% | 5.23 CHF | 5.25 CHF | 112'600 | 112'600 | 111'961 | 111'961 | 576'991 CHF | 579'243 CHF | 99.67% | 99.67% |