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 | 0.12% | 8.36 CHF | 8.37 CHF | 65'100 | 65'100 | 65'518 | 65'518 | 552'811 CHF | 553'466 CHF | 100.00% | 100.00% |
15.05.2024 | 0.12% | 8.40 CHF | 8.41 CHF | 65'900 | 65'900 | 66'392 | 66'392 | 554'635 CHF | 555'300 CHF | 99.83% | 99.83% |
14.05.2024 | 0.12% | 8.30 CHF | 8.31 CHF | 67'000 | 67'000 | 66'512 | 66'512 | 548'388 CHF | 549'054 CHF | 99.87% | 99.87% |
13.05.2024 | 0.12% | 8.26 CHF | 8.27 CHF | 66'200 | 66'200 | 66'380 | 66'380 | 550'613 CHF | 551'277 CHF | 100.00% | 100.00% |
10.05.2024 | 0.12% | 8.28 CHF | 8.29 CHF | 66'500 | 66'500 | 67'158 | 67'158 | 556'922 CHF | 557'593 CHF | 100.00% | 100.00% |
08.05.2024 | 0.12% | 8.22 CHF | 8.23 CHF | 67'300 | 67'300 | 66'816 | 66'816 | 549'145 CHF | 549'813 CHF | 99.16% | 99.16% |
07.05.2024 | 0.12% | 8.31 CHF | 8.32 CHF | 66'500 | 66'500 | 65'953 | 65'953 | 546'920 CHF | 547'579 CHF | 99.70% | 99.70% |
06.05.2024 | 0.12% | 8.36 CHF | 8.37 CHF | 65'600 | 65'600 | 65'901 | 65'901 | 553'251 CHF | 553'910 CHF | 100.00% | 100.00% |
03.05.2024 | 0.12% | 8.44 CHF | 8.45 CHF | 66'200 | 66'200 | 67'477 | 67'477 | 563'200 CHF | 563'875 CHF | 98.75% | 98.75% |
02.05.2024 | 0.12% | 8.05 CHF | 8.06 CHF | 68'400 | 68'400 | 70'494 | 70'494 | 570'037 CHF | 570'742 CHF | 99.99% | 99.99% |