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 | 0.44% | 11.25 CHF | 11.35 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 338'469 CHF | 339'969 CHF | 60.10% | 99.99% |
15.05.2024 | 0.46% | 11.20 CHF | 11.25 CHF | 30'000 | 30'000 | 29'718 | 29'718 | 329'092 CHF | 330'580 CHF | 100.00% | 100.00% |
14.05.2024 | 0.46% | 10.95 CHF | 11.00 CHF | 30'000 | 30'000 | 29'681 | 29'681 | 323'252 CHF | 324'735 CHF | 99.44% | 99.44% |
13.05.2024 | 0.46% | 10.90 CHF | 10.95 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 323'637 CHF | 325'125 CHF | 100.00% | 100.00% |
10.05.2024 | 0.46% | 10.85 CHF | 10.90 CHF | 30'000 | 30'000 | 29'812 | 29'727 | 322'391 CHF | 322'962 CHF | 99.97% | 99.97% |
08.05.2024 | 0.48% | 10.55 CHF | 10.60 CHF | 30'000 | 30'000 | 29'718 | 29'718 | 312'439 CHF | 313'925 CHF | 100.00% | 100.00% |
07.05.2024 | 0.49% | 10.40 CHF | 10.45 CHF | 30'000 | 30'000 | 29'719 | 29'718 | 306'002 CHF | 307'481 CHF | 100.00% | 100.00% |
06.05.2024 | 0.46% | 10.00 CHF | 10.05 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 298'718 CHF | 300'067 CHF | 100.00% | 100.00% |
03.05.2024 | 0.13% | 9.93 CHF | 9.94 CHF | 30'000 | 30'000 | 29'849 | 29'849 | 296'037 CHF | 296'403 CHF | 96.94% | 96.94% |
02.05.2024 | 0.10% | 9.79 CHF | 9.80 CHF | 30'000 | 30'000 | 29'717 | 29'717 | 293'581 CHF | 293'874 CHF | 99.51% | 99.51% |