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 | 0.11% | 8.87 CHF | 8.88 CHF | 66'600 | 66'600 | 66'179 | 66'179 | 592'619 CHF | 593'281 CHF | 100.00% | 100.00% |
15.05.2024 | 0.11% | 8.93 CHF | 8.94 CHF | 66'000 | 66'000 | 65'772 | 65'772 | 591'718 CHF | 592'378 CHF | 100.00% | 100.00% |
14.05.2024 | 0.11% | 8.98 CHF | 8.99 CHF | 65'900 | 65'900 | 65'355 | 65'355 | 590'349 CHF | 591'003 CHF | 99.99% | 99.99% |
13.05.2024 | 0.11% | 9.07 CHF | 9.08 CHF | 65'000 | 65'000 | 64'940 | 64'940 | 592'660 CHF | 593'309 CHF | 100.00% | 100.00% |
10.05.2024 | 0.11% | 9.20 CHF | 9.21 CHF | 64'900 | 64'900 | 64'419 | 64'419 | 590'486 CHF | 591'131 CHF | 100.00% | 100.00% |
08.05.2024 | 0.11% | 9.21 CHF | 9.22 CHF | 64'600 | 64'600 | 64'539 | 64'539 | 594'244 CHF | 594'890 CHF | 99.16% | 99.16% |
07.05.2024 | 0.11% | 9.18 CHF | 9.19 CHF | 64'500 | 64'500 | 64'073 | 64'073 | 589'347 CHF | 589'988 CHF | 99.69% | 99.69% |
06.05.2024 | 0.11% | 9.25 CHF | 9.26 CHF | 63'800 | 63'800 | 63'619 | 63'619 | 590'711 CHF | 591'347 CHF | 100.00% | 100.00% |
03.05.2024 | 0.11% | 9.35 CHF | 9.36 CHF | 63'500 | 63'500 | 63'805 | 63'805 | 594'418 CHF | 595'056 CHF | 98.76% | 98.76% |
02.05.2024 | 0.11% | 9.23 CHF | 9.24 CHF | 64'000 | 64'000 | 65'384 | 65'384 | 604'492 CHF | 605'146 CHF | 99.99% | 99.99% |