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 | 0.98% | 11.06 CHF | 11.09 CHF | 150'000 | 150'000 | 122'887 | 122'422 | 1'327'150 CHF | 1'326'600 CHF | 99.99% | 99.99% |
15.05.2024 | 0.93% | 10.47 CHF | 10.50 CHF | 150'000 | 150'000 | 122'584 | 122'116 | 1'341'600 CHF | 1'340'590 CHF | 99.52% | 99.52% |
14.05.2024 | 0.95% | 10.95 CHF | 10.98 CHF | 150'000 | 150'000 | 122'640 | 122'640 | 1'333'790 CHF | 1'337'880 CHF | 99.49% | 99.49% |
13.05.2024 | 1.18% | 11.10 CHF | 11.13 CHF | 150'000 | 150'000 | 123'022 | 122'557 | 1'167'650 CHF | 1'167'910 CHF | 100.00% | 100.00% |
10.05.2024 | 1.14% | 8.48 CHF | 8.51 CHF | 150'000 | 150'000 | 123'941 | 123'539 | 1'084'330 CHF | 1'085'030 CHF | 98.33% | 98.33% |
08.05.2024 | 0.75% | 8.95 CHF | 8.98 CHF | 150'000 | 150'000 | 123'624 | 123'204 | 1'044'060 CHF | 1'044'240 CHF | 98.28% | 98.28% |
07.05.2024 | 0.55% | 9.03 CHF | 9.05 CHF | 150'000 | 150'000 | 122'935 | 122'470 | 1'247'850 CHF | 1'245'510 CHF | 100.00% | 100.00% |
06.05.2024 | 0.79% | 10.48 CHF | 10.50 CHF | 150'000 | 150'000 | 83'042 | 82'739 | 853'675 CHF | 852'925 CHF | 97.41% | 97.41% |
03.05.2024 | 0.49% | 10.44 CHF | 10.46 CHF | 150'000 | 150'000 | 125'874 | 125'578 | 1'359'450 CHF | 1'358'880 CHF | 97.51% | 97.51% |
02.05.2024 | 0.54% | 9.97 CHF | 9.99 CHF | 150'000 | 150'000 | 124'959 | 124'607 | 1'293'810 CHF | 1'292'990 CHF | 98.10% | 98.10% |