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 | 0.11% | 9.46 CHF | 9.47 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 852'031 CHF | 852'931 CHF | 100.00% | 100.00% |
16.05.2024 | 0.11% | 9.62 CHF | 9.63 CHF | 90'000 | 90'000 | 89'862 | 89'862 | 857'767 CHF | 858'667 CHF | 100.00% | 100.00% |
15.05.2024 | 0.12% | 9.37 CHF | 9.38 CHF | 90'000 | 90'000 | 86'510 | 86'510 | 786'207 CHF | 787'096 CHF | 99.90% | 99.90% |
14.05.2024 | 0.11% | 8.89 CHF | 8.90 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 796'129 CHF | 797'029 CHF | 99.71% | 99.71% |
13.05.2024 | 0.11% | 8.87 CHF | 8.88 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 800'512 CHF | 801'412 CHF | 100.00% | 100.00% |
10.05.2024 | 0.11% | 8.79 CHF | 8.80 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 800'129 CHF | 801'029 CHF | 99.99% | 99.99% |
08.05.2024 | 0.12% | 8.56 CHF | 8.57 CHF | 90'000 | 90'000 | 89'484 | 89'484 | 764'265 CHF | 765'165 CHF | 99.67% | 99.67% |
07.05.2024 | 0.12% | 8.65 CHF | 8.66 CHF | 90'000 | 90'000 | 89'958 | 89'958 | 769'653 CHF | 770'553 CHF | 99.74% | 99.74% |
06.05.2024 | 0.12% | 8.29 CHF | 8.30 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 739'757 CHF | 740'657 CHF | 100.00% | 100.00% |
03.05.2024 | 0.13% | 7.90 CHF | 7.91 CHF | 90'000 | 90'000 | 90'000 | 90'000 | 705'630 CHF | 706'530 CHF | 99.59% | 99.59% |