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 | 0.95% | 11.44 CHF | 11.47 CHF | 150'000 | 150'000 | 122'889 | 122'424 | 1'372'830 CHF | 1'372'110 CHF | 99.99% | 99.99% |
15.05.2024 | 0.90% | 10.84 CHF | 10.87 CHF | 150'000 | 150'000 | 122'508 | 122'040 | 1'386'420 CHF | 1'385'230 CHF | 99.28% | 99.28% |
14.05.2024 | 0.92% | 11.32 CHF | 11.35 CHF | 150'000 | 150'000 | 122'642 | 122'642 | 1'379'620 CHF | 1'383'710 CHF | 99.49% | 99.49% |
13.05.2024 | 1.13% | 11.47 CHF | 11.50 CHF | 150'000 | 150'000 | 123'023 | 122'558 | 1'213'530 CHF | 1'213'620 CHF | 100.00% | 100.00% |
10.05.2024 | 1.10% | 8.86 CHF | 8.89 CHF | 150'000 | 150'000 | 123'926 | 123'523 | 1'130'430 CHF | 1'130'970 CHF | 98.28% | 98.28% |
08.05.2024 | 0.71% | 9.32 CHF | 9.35 CHF | 150'000 | 150'000 | 123'625 | 123'205 | 1'090'330 CHF | 1'090'360 CHF | 98.28% | 98.28% |
07.05.2024 | 0.53% | 9.40 CHF | 9.42 CHF | 150'000 | 150'000 | 122'937 | 122'472 | 1'293'790 CHF | 1'291'270 CHF | 100.00% | 100.00% |
06.05.2024 | 0.76% | 10.85 CHF | 10.87 CHF | 150'000 | 150'000 | 83'042 | 82'738 | 884'615 CHF | 883'752 CHF | 97.40% | 97.40% |
03.05.2024 | 0.47% | 10.81 CHF | 10.83 CHF | 150'000 | 150'000 | 125'873 | 125'577 | 1'406'430 CHF | 1'405'740 CHF | 97.50% | 97.50% |
02.05.2024 | 0.52% | 10.35 CHF | 10.37 CHF | 150'000 | 150'000 | 124'956 | 124'604 | 1'340'750 CHF | 1'339'790 CHF | 98.09% | 98.09% |