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 |
---|---|---|---|---|---|---|---|---|---|---|---|
21.05.2024 | 0.19% | 10.72 CHF | 10.74 CHF | 24'000 | 24'000 | 24'228 | 24'228 | 258'665 CHF | 259'150 CHF | 99.84% | 99.84% |
17.05.2024 | 0.19% | 10.66 CHF | 10.68 CHF | 24'000 | 24'000 | 24'012 | 24'012 | 257'529 CHF | 258'009 CHF | 99.33% | 99.33% |
16.05.2024 | 0.18% | 10.98 CHF | 11.00 CHF | 23'000 | 23'000 | 22'983 | 22'983 | 251'338 CHF | 251'798 CHF | 100.00% | 100.00% |
15.05.2024 | 0.18% | 10.83 CHF | 10.85 CHF | 23'000 | 23'000 | 22'955 | 22'955 | 248'960 CHF | 249'420 CHF | 100.00% | 100.00% |
14.05.2024 | 0.19% | 10.77 CHF | 10.79 CHF | 23'000 | 23'000 | 23'974 | 23'974 | 255'173 CHF | 255'652 CHF | 99.98% | 99.98% |
13.05.2024 | 0.19% | 10.71 CHF | 10.73 CHF | 24'000 | 24'000 | 24'000 | 24'000 | 256'933 CHF | 257'413 CHF | 100.00% | 100.00% |
10.05.2024 | 0.19% | 10.70 CHF | 10.72 CHF | 24'000 | 24'000 | 24'000 | 24'000 | 257'007 CHF | 257'487 CHF | 100.00% | 100.00% |
08.05.2024 | 0.19% | 10.52 CHF | 10.54 CHF | 24'000 | 24'000 | 24'000 | 24'000 | 253'097 CHF | 253'577 CHF | 99.08% | 99.08% |
07.05.2024 | 0.19% | 10.54 CHF | 10.56 CHF | 24'000 | 24'000 | 23'991 | 23'991 | 252'497 CHF | 252'977 CHF | 99.94% | 99.94% |
06.05.2024 | 0.19% | 10.37 CHF | 10.39 CHF | 24'000 | 24'000 | 24'000 | 24'000 | 248'822 CHF | 249'302 CHF | 100.00% | 100.00% |