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 | 0.12% | 8.38 CHF | 8.39 CHF | 20'000 | 20'000 | 19'810 | 19'810 | 165'420 CHF | 165'617 CHF | 98.84% | 98.84% |
15.05.2024 | 0.13% | 7.99 CHF | 8.00 CHF | 20'000 | 20'000 | 19'813 | 19'812 | 158'199 CHF | 158'397 CHF | 100.00% | 100.00% |
14.05.2024 | 0.13% | 7.94 CHF | 7.95 CHF | 20'000 | 20'000 | 19'874 | 19'874 | 157'599 CHF | 157'798 CHF | 98.93% | 98.93% |
13.05.2024 | 0.12% | 8.10 CHF | 8.11 CHF | 20'000 | 20'000 | 19'813 | 19'812 | 161'006 CHF | 161'198 CHF | 99.79% | 99.79% |
10.05.2024 | 0.12% | 8.18 CHF | 8.19 CHF | 20'000 | 20'000 | 19'813 | 19'813 | 161'449 CHF | 161'647 CHF | 100.00% | 100.00% |
08.05.2024 | 0.13% | 7.98 CHF | 7.99 CHF | 20'000 | 20'000 | 19'810 | 19'810 | 157'335 CHF | 157'534 CHF | 100.00% | 100.00% |
07.05.2024 | 0.13% | 7.88 CHF | 7.89 CHF | 20'000 | 20'000 | 19'812 | 19'812 | 154'459 CHF | 154'655 CHF | 100.00% | 100.00% |
06.05.2024 | 0.13% | 7.75 CHF | 7.76 CHF | 20'000 | 20'000 | 19'812 | 19'812 | 152'539 CHF | 152'737 CHF | 100.00% | 100.00% |
03.05.2024 | 0.13% | 7.56 CHF | 7.57 CHF | 20'000 | 20'000 | 19'797 | 19'797 | 150'668 CHF | 150'865 CHF | 98.44% | 98.44% |
02.05.2024 | 0.13% | 7.55 CHF | 7.56 CHF | 20'000 | 20'000 | 19'812 | 19'812 | 150'174 CHF | 150'370 CHF | 99.74% | 99.74% |