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 | 0.29% | 10.24 CHF | 10.27 CHF | 9'000 | 9'000 | 8'912 | 8'912 | 91'311 CHF | 91'573 CHF | 100.00% | 100.00% |
15.05.2024 | 0.28% | 10.31 CHF | 10.34 CHF | 9'000 | 9'000 | 9'000 | 9'000 | 89'448 CHF | 89'696 CHF | 100.00% | 100.00% |
14.05.2024 | 0.29% | 9.82 CHF | 9.85 CHF | 9'000 | 9'000 | 9'000 | 9'000 | 88'196 CHF | 88'450 CHF | 100.00% | 100.00% |
13.05.2024 | 0.27% | 10.14 CHF | 10.17 CHF | 9'000 | 9'000 | 9'000 | 9'000 | 91'238 CHF | 91'482 CHF | 100.00% | 100.00% |
10.05.2024 | 0.28% | 9.85 CHF | 9.87 CHF | 9'000 | 9'000 | 9'000 | 9'000 | 89'619 CHF | 89'868 CHF | 100.00% | 100.00% |
08.05.2024 | 0.27% | 9.93 CHF | 9.96 CHF | 9'000 | 9'000 | 9'000 | 9'000 | 90'490 CHF | 90'737 CHF | 100.00% | 100.00% |
07.05.2024 | 0.28% | 9.90 CHF | 9.92 CHF | 9'000 | 9'000 | 9'000 | 9'000 | 84'715 CHF | 84'948 CHF | 100.00% | 100.00% |
06.05.2024 | 0.28% | 9.23 CHF | 9.26 CHF | 9'000 | 9'000 | 9'000 | 9'000 | 83'097 CHF | 83'333 CHF | 100.00% | 100.00% |
03.05.2024 | 0.28% | 9.23 CHF | 9.25 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 92'042 CHF | 92'296 CHF | 100.00% | 100.00% |
02.05.2024 | 0.28% | 8.93 CHF | 8.96 CHF | 10'000 | 10'000 | 9'350 | 9'350 | 83'857 CHF | 84'093 CHF | 100.00% | 100.00% |