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 | 0.27% | 8.79 CHF | 8.81 CHF | 10'000 | 10'000 | 9'965 | 9'965 | 83'431 CHF | 83'657 CHF | 99.59% | 99.59% |
15.05.2024 | 0.20% | 8.01 CHF | 8.03 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 81'808 CHF | 81'970 CHF | 99.52% | 99.52% |
14.05.2024 | 0.20% | 8.03 CHF | 8.05 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 74'870 CHF | 75'022 CHF | 99.58% | 99.58% |
13.05.2024 | 0.20% | 7.73 CHF | 7.74 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 78'772 CHF | 78'934 CHF | 99.58% | 99.58% |
10.05.2024 | 0.21% | 8.25 CHF | 8.27 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 81'462 CHF | 81'630 CHF | 99.53% | 99.53% |
08.05.2024 | 0.20% | 8.86 CHF | 8.88 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 88'725 CHF | 88'900 CHF | 99.55% | 99.55% |
07.05.2024 | 0.21% | 8.69 CHF | 8.71 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 91'215 CHF | 91'404 CHF | 99.51% | 99.51% |
06.05.2024 | 0.20% | 9.45 CHF | 9.47 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 92'795 CHF | 92'983 CHF | 99.56% | 99.56% |
03.05.2024 | 0.20% | 9.37 CHF | 9.39 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 93'878 CHF | 94'063 CHF | 99.57% | 99.57% |
02.05.2024 | 0.25% | 9.25 CHF | 9.27 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 87'542 CHF | 87'758 CHF | 99.46% | 99.46% |