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 | 0.33% | 11.70 CHF | 11.74 CHF | 2'000 | 2'000 | 2'053 | 2'053 | 24'716 CHF | 24'798 CHF | 100.00% | 100.00% |
15.05.2024 | 0.32% | 11.98 CHF | 12.02 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 23'528 CHF | 23'602 CHF | 100.00% | 100.00% |
14.05.2024 | 0.35% | 11.23 CHF | 11.27 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 21'268 CHF | 21'343 CHF | 100.00% | 100.00% |
13.05.2024 | 0.34% | 10.98 CHF | 11.01 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 21'709 CHF | 21'782 CHF | 100.00% | 100.00% |
10.05.2024 | 0.34% | 10.70 CHF | 10.73 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 22'175 CHF | 22'250 CHF | 100.00% | 100.00% |
08.05.2024 | 0.33% | 11.41 CHF | 11.45 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 21'911 CHF | 21'983 CHF | 99.94% | 99.94% |
07.05.2024 | 0.31% | 10.84 CHF | 10.87 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 30'279 CHF | 30'372 CHF | 100.00% | 100.00% |
06.05.2024 | 0.34% | 8.93 CHF | 8.96 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 25'816 CHF | 25'905 CHF | 100.00% | 100.00% |
03.05.2024 | 0.35% | 8.43 CHF | 8.46 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 26'374 CHF | 26'466 CHF | 100.00% | 100.00% |
02.05.2024 | 0.35% | 8.89 CHF | 8.92 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 26'687 CHF | 26'780 CHF | 99.93% | 99.93% |