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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 0.48% | 10.60 CHF | 10.65 CHF | 17'500 | 17'500 | 17'339 | 17'339 | 183'925 CHF | 184'793 CHF | 99.76% | 99.76% |
10.05.2024 | 0.48% | 10.50 CHF | 10.55 CHF | 18'000 | 18'000 | 17'729 | 17'729 | 186'548 CHF | 187'435 CHF | 99.16% | 99.16% |
08.05.2024 | 0.47% | 10.50 CHF | 10.55 CHF | 18'000 | 18'000 | 17'495 | 17'495 | 184'795 CHF | 185'669 CHF | 99.37% | 99.37% |
07.05.2024 | 0.49% | 10.50 CHF | 10.55 CHF | 18'000 | 18'000 | 17'819 | 17'819 | 183'319 CHF | 184'211 CHF | 99.56% | 99.56% |
06.05.2024 | 0.50% | 10.20 CHF | 10.25 CHF | 18'000 | 18'000 | 17'786 | 17'786 | 181'558 CHF | 182'448 CHF | 98.60% | 98.60% |
03.05.2024 | 0.49% | 10.20 CHF | 10.25 CHF | 18'000 | 18'000 | 17'942 | 17'942 | 182'880 CHF | 183'778 CHF | 97.02% | 97.02% |
02.05.2024 | 0.45% | 10.10 CHF | 10.15 CHF | 18'000 | 18'000 | 18'153 | 18'153 | 183'232 CHF | 184'059 CHF | 99.24% | 99.24% |
30.04.2024 | 0.49% | 10.00 CHF | 10.05 CHF | 18'500 | 18'500 | 18'353 | 18'353 | 184'499 CHF | 185'407 CHF | 99.40% | 99.40% |
29.04.2024 | 0.50% | 10.05 CHF | 10.10 CHF | 18'500 | 18'500 | 17'954 | 17'954 | 181'500 CHF | 182'399 CHF | 99.35% | 99.35% |
26.04.2024 | 0.29% | 10.10 CHF | 10.15 CHF | 18'000 | 18'000 | 18'407 | 18'407 | 184'263 CHF | 184'796 CHF | 99.36% | 99.36% |