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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.12% | 8.33 CHF | 8.34 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 666'576 CHF | 667'376 CHF | 100.00% | 100.00% |
16.05.2024 | 0.12% | 8.50 CHF | 8.51 CHF | 80'000 | 80'000 | 79'873 | 79'873 | 673'538 CHF | 674'338 CHF | 100.00% | 100.00% |
15.05.2024 | 0.14% | 8.24 CHF | 8.25 CHF | 80'000 | 80'000 | 76'913 | 76'913 | 610'051 CHF | 610'841 CHF | 99.86% | 99.86% |
14.05.2024 | 0.13% | 7.70 CHF | 7.71 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 612'541 CHF | 613'341 CHF | 99.72% | 99.72% |
13.05.2024 | 0.13% | 7.68 CHF | 7.69 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 617'228 CHF | 618'028 CHF | 100.00% | 100.00% |
10.05.2024 | 0.13% | 7.59 CHF | 7.60 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 616'792 CHF | 617'592 CHF | 99.97% | 99.97% |
08.05.2024 | 0.14% | 7.34 CHF | 7.35 CHF | 80'000 | 80'000 | 79'547 | 79'547 | 582'033 CHF | 582'833 CHF | 99.67% | 99.67% |
07.05.2024 | 0.14% | 7.43 CHF | 7.44 CHF | 80'000 | 80'000 | 79'963 | 79'963 | 587'225 CHF | 588'025 CHF | 99.75% | 99.75% |
06.05.2024 | 0.14% | 7.06 CHF | 7.07 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 558'043 CHF | 558'843 CHF | 100.00% | 100.00% |
03.05.2024 | 0.15% | 6.61 CHF | 6.62 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 523'005 CHF | 523'805 CHF | 99.18% | 99.18% |