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 | 0.45% | 10.82 CHF | 10.87 CHF | 25'000 | 25'000 | 24'978 | 24'978 | 280'236 CHF | 281'486 CHF | 100.00% | 100.00% |
15.05.2024 | 0.47% | 11.12 CHF | 11.17 CHF | 25'000 | 25'000 | 24'952 | 24'952 | 264'075 CHF | 265'325 CHF | 100.00% | 100.00% |
14.05.2024 | 0.48% | 10.38 CHF | 10.43 CHF | 25'000 | 25'000 | 24'998 | 24'998 | 261'017 CHF | 262'267 CHF | 99.99% | 99.99% |
13.05.2024 | 0.45% | 10.89 CHF | 10.94 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 274'427 CHF | 275'677 CHF | 100.00% | 100.00% |
10.05.2024 | 0.43% | 10.68 CHF | 10.73 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 288'188 CHF | 289'438 CHF | 99.99% | 99.99% |
08.05.2024 | 0.44% | 11.36 CHF | 11.41 CHF | 25'000 | 25'000 | 24'999 | 24'999 | 283'674 CHF | 284'924 CHF | 98.95% | 98.95% |
07.05.2024 | 0.41% | 12.10 CHF | 12.15 CHF | 25'000 | 25'000 | 24'985 | 24'985 | 304'535 CHF | 305'785 CHF | 99.53% | 99.53% |
06.05.2024 | 0.39% | 11.98 CHF | 12.03 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 320'055 CHF | 321'305 CHF | 100.00% | 100.00% |
03.05.2024 | 0.44% | 11.85 CHF | 11.90 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 284'448 CHF | 285'698 CHF | 99.86% | 99.86% |
02.05.2024 | 0.45% | 11.39 CHF | 11.44 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 276'695 CHF | 277'945 CHF | 99.96% | 99.96% |