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 | 0.51% | 9.90 CHF | 9.86 CHF | 4'000 | 4'000 | 4'000 | 4'000 | 39'308 CHF | 39'508 CHF | 60.10% | 99.99% |
15.05.2024 | 0.52% | 9.70 CHF | 9.75 CHF | 4'000 | 4'000 | 3'963 | 3'962 | 38'210 CHF | 38'408 CHF | 99.93% | 99.93% |
14.05.2024 | 0.51% | 9.80 CHF | 9.85 CHF | 4'000 | 4'000 | 3'963 | 3'963 | 38'812 CHF | 39'010 CHF | 99.28% | 99.28% |
13.05.2024 | 0.52% | 9.61 CHF | 9.66 CHF | 4'000 | 4'000 | 3'963 | 3'963 | 38'084 CHF | 38'282 CHF | 100.00% | 100.00% |
10.05.2024 | 0.53% | 9.51 CHF | 9.56 CHF | 4'000 | 4'000 | 3'960 | 3'960 | 37'961 CHF | 38'159 CHF | 93.90% | 100.00% |
08.05.2024 | 0.53% | 9.50 CHF | 9.55 CHF | 4'000 | 4'000 | 3'962 | 3'962 | 37'561 CHF | 37'759 CHF | 100.00% | 100.00% |
07.05.2024 | 0.54% | 9.40 CHF | 9.45 CHF | 4'000 | 4'000 | 3'963 | 3'962 | 37'152 CHF | 37'350 CHF | 100.00% | 100.00% |
06.05.2024 | 0.53% | 9.40 CHF | 9.45 CHF | 4'000 | 4'000 | 3'961 | 3'961 | 37'498 CHF | 37'696 CHF | 96.46% | 100.00% |
03.05.2024 | 0.52% | 9.52 CHF | 9.57 CHF | 4'000 | 4'000 | 3'970 | 3'970 | 38'525 CHF | 38'723 CHF | 96.45% | 97.07% |
02.05.2024 | 0.55% | 9.21 CHF | 9.26 CHF | 4'000 | 4'000 | 3'962 | 3'962 | 36'547 CHF | 36'744 CHF | 99.55% | 99.55% |