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 | 0.41% | 11.68 CHF | 11.73 CHF | 25'000 | 25'000 | 24'978 | 24'978 | 301'681 CHF | 302'931 CHF | 100.00% | 100.00% |
15.05.2024 | 0.44% | 11.98 CHF | 12.03 CHF | 25'000 | 25'000 | 24'953 | 24'953 | 285'555 CHF | 286'805 CHF | 99.80% | 99.80% |
14.05.2024 | 0.44% | 11.24 CHF | 11.29 CHF | 25'000 | 25'000 | 24'998 | 24'998 | 282'613 CHF | 283'863 CHF | 99.99% | 99.99% |
13.05.2024 | 0.42% | 11.76 CHF | 11.81 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 295'984 CHF | 297'234 CHF | 100.00% | 100.00% |
10.05.2024 | 0.40% | 11.54 CHF | 11.59 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 309'730 CHF | 310'980 CHF | 99.56% | 99.56% |
08.05.2024 | 0.41% | 12.20 CHF | 12.25 CHF | 25'000 | 25'000 | 24'999 | 24'999 | 304'601 CHF | 305'851 CHF | 98.95% | 98.95% |
07.05.2024 | 0.38% | 12.94 CHF | 12.99 CHF | 25'000 | 25'000 | 24'985 | 24'985 | 325'425 CHF | 326'675 CHF | 99.53% | 99.53% |
06.05.2024 | 0.37% | 12.82 CHF | 12.87 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 340'934 CHF | 342'184 CHF | 100.00% | 100.00% |
03.05.2024 | 0.41% | 12.68 CHF | 12.73 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 305'323 CHF | 306'573 CHF | 99.83% | 99.83% |
02.05.2024 | 0.42% | 12.22 CHF | 12.27 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 297'635 CHF | 298'885 CHF | 99.96% | 99.96% |