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 | 0.34% | 9.43 CHF | 9.46 CHF | 15'000 | 15'000 | 14'842 | 14'842 | 138'787 CHF | 139'255 CHF | 100.00% | 100.00% |
15.05.2024 | 0.30% | 10.94 CHF | 10.97 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 166'385 CHF | 166'888 CHF | 100.00% | 100.00% |
14.05.2024 | 0.26% | 11.65 CHF | 11.68 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 177'123 CHF | 177'589 CHF | 100.00% | 100.00% |
13.05.2024 | 0.30% | 10.96 CHF | 10.99 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 167'879 CHF | 168'378 CHF | 100.00% | 100.00% |
10.05.2024 | 0.31% | 11.44 CHF | 11.48 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 169'907 CHF | 170'440 CHF | 100.00% | 100.00% |
08.05.2024 | 0.30% | 12.18 CHF | 12.22 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 182'268 CHF | 182'812 CHF | 100.00% | 100.00% |
07.05.2024 | 0.30% | 12.26 CHF | 12.30 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 125'858 CHF | 126'241 CHF | 100.00% | 100.00% |
06.05.2024 | 0.30% | 12.88 CHF | 12.92 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 130'076 CHF | 130'471 CHF | 100.00% | 100.00% |
03.05.2024 | 0.31% | 13.35 CHF | 13.39 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 136'948 CHF | 137'375 CHF | 100.00% | 100.00% |
02.05.2024 | 0.28% | 14.14 CHF | 14.17 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 131'273 CHF | 131'644 CHF | 100.00% | 100.00% |