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 | 0.38% | 8.34 CHF | 8.35 CHF | 60'000 | 60'000 | 26'798 | 26'798 | 222'438 CHF | 223'062 CHF | 100.00% | 100.00% |
15.05.2024 | 0.38% | 8.28 CHF | 8.29 CHF | 60'000 | 60'000 | 27'627 | 27'627 | 226'850 CHF | 227'501 CHF | 100.00% | 100.00% |
14.05.2024 | 0.38% | 8.13 CHF | 8.14 CHF | 62'000 | 62'000 | 27'176 | 27'176 | 223'111 CHF | 223'738 CHF | 100.00% | 100.00% |
13.05.2024 | 0.37% | 8.40 CHF | 8.41 CHF | 60'000 | 60'000 | 26'841 | 26'841 | 224'797 CHF | 225'420 CHF | 100.00% | 100.00% |
10.05.2024 | 0.38% | 8.18 CHF | 8.19 CHF | 62'000 | 62'000 | 28'068 | 28'068 | 227'753 CHF | 228'410 CHF | 100.00% | 100.00% |
08.05.2024 | 0.39% | 8.07 CHF | 8.08 CHF | 62'000 | 62'000 | 27'791 | 27'791 | 223'497 CHF | 224'154 CHF | 99.24% | 99.24% |
07.05.2024 | 0.38% | 8.11 CHF | 8.12 CHF | 62'000 | 62'000 | 28'069 | 28'069 | 228'471 CHF | 229'126 CHF | 98.97% | 98.97% |
06.05.2024 | 0.38% | 8.21 CHF | 8.22 CHF | 62'000 | 62'000 | 28'166 | 28'166 | 230'673 CHF | 231'330 CHF | 99.02% | 99.02% |
03.05.2024 | 0.37% | 8.12 CHF | 8.13 CHF | 62'000 | 62'000 | 27'173 | 27'173 | 224'116 CHF | 224'743 CHF | 99.96% | 99.96% |
02.05.2024 | 0.37% | 8.48 CHF | 8.49 CHF | 60'000 | 60'000 | 26'834 | 26'834 | 226'238 CHF | 226'862 CHF | 99.99% | 99.99% |