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 | 0.47% | 10.70 CHF | 10.80 CHF | 30'000 | 30'000 | 30'000 | 30'000 | 321'150 CHF | 322'650 CHF | 60.11% | 99.99% |
15.05.2024 | 0.48% | 10.60 CHF | 10.65 CHF | 30'000 | 30'000 | 29'718 | 29'718 | 311'924 CHF | 313'411 CHF | 100.00% | 100.00% |
14.05.2024 | 0.49% | 10.40 CHF | 10.45 CHF | 30'000 | 30'000 | 29'816 | 29'816 | 307'568 CHF | 309'058 CHF | 98.94% | 98.94% |
13.05.2024 | 0.49% | 10.30 CHF | 10.35 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 306'545 CHF | 308'033 CHF | 100.00% | 100.00% |
10.05.2024 | 0.49% | 10.30 CHF | 10.35 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 304'428 CHF | 305'915 CHF | 100.00% | 100.00% |
08.05.2024 | 0.10% | 9.98 CHF | 9.99 CHF | 30'000 | 30'000 | 29'716 | 29'715 | 295'904 CHF | 296'199 CHF | 100.00% | 100.00% |
07.05.2024 | 0.10% | 9.86 CHF | 9.87 CHF | 30'000 | 30'000 | 29'719 | 29'718 | 289'399 CHF | 289'682 CHF | 100.00% | 100.00% |
06.05.2024 | 0.11% | 9.47 CHF | 9.48 CHF | 30'000 | 30'000 | 29'719 | 29'719 | 282'145 CHF | 282'443 CHF | 100.00% | 100.00% |
03.05.2024 | 0.11% | 9.35 CHF | 9.36 CHF | 30'000 | 30'000 | 29'942 | 29'863 | 279'752 CHF | 279'312 CHF | 97.27% | 97.27% |
02.05.2024 | 0.11% | 9.21 CHF | 9.22 CHF | 30'000 | 30'000 | 29'717 | 29'717 | 276'444 CHF | 276'741 CHF | 99.57% | 99.57% |