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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.20% | 9.97 CHF | 9.99 CHF | 12'900 | 12'900 | 12'846 | 12'846 | 127'739 CHF | 127'996 CHF | 99.33% | 99.33% |
16.05.2024 | 0.20% | 9.56 CHF | 9.58 CHF | 13'500 | 13'500 | 13'432 | 13'432 | 131'648 CHF | 131'917 CHF | 99.69% | 99.69% |
15.05.2024 | 0.22% | 9.28 CHF | 9.30 CHF | 13'100 | 13'100 | 13'016 | 13'016 | 119'048 CHF | 119'309 CHF | 99.79% | 99.79% |
14.05.2024 | 0.21% | 9.67 CHF | 9.69 CHF | 12'900 | 12'900 | 12'847 | 12'847 | 121'597 CHF | 121'853 CHF | 99.64% | 99.64% |
13.05.2024 | 0.21% | 9.67 CHF | 9.69 CHF | 13'000 | 13'000 | 12'946 | 12'946 | 124'844 CHF | 125'103 CHF | 100.00% | 100.00% |
10.05.2024 | 0.21% | 9.48 CHF | 9.50 CHF | 13'400 | 13'400 | 13'345 | 13'345 | 128'973 CHF | 129'240 CHF | 99.99% | 99.99% |
08.05.2024 | 0.22% | 9.03 CHF | 9.05 CHF | 13'900 | 13'900 | 13'884 | 13'884 | 126'258 CHF | 126'536 CHF | 99.09% | 99.09% |
07.05.2024 | 0.23% | 8.95 CHF | 8.97 CHF | 14'600 | 14'600 | 15'102 | 15'102 | 131'013 CHF | 131'315 CHF | 99.53% | 99.53% |
06.05.2024 | 0.24% | 8.34 CHF | 8.36 CHF | 16'300 | 16'300 | 16'233 | 16'233 | 132'756 CHF | 133'081 CHF | 100.00% | 100.00% |
03.05.2024 | 0.26% | 7.48 CHF | 7.50 CHF | 15'500 | 15'500 | 15'436 | 15'436 | 120'991 CHF | 121'300 CHF | 99.82% | 99.82% |