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% | 8.35 CHF | 8.36 CHF | 135'000 | 135'000 | 46'873 | 46'873 | 391'208 CHF | 391'678 CHF | 100.00% | 100.00% |
15.05.2024 | 0.12% | 8.35 CHF | 8.36 CHF | 135'000 | 135'000 | 46'901 | 46'901 | 392'640 CHF | 393'110 CHF | 99.99% | 99.99% |
14.05.2024 | 0.12% | 8.40 CHF | 8.41 CHF | 135'000 | 135'000 | 47'106 | 47'106 | 395'720 CHF | 396'191 CHF | 100.00% | 100.00% |
13.05.2024 | 0.12% | 8.30 CHF | 8.31 CHF | 135'000 | 135'000 | 47'121 | 47'121 | 389'966 CHF | 390'438 CHF | 100.00% | 100.00% |
10.05.2024 | 0.12% | 8.25 CHF | 8.26 CHF | 135'000 | 135'000 | 46'472 | 46'472 | 388'631 CHF | 389'096 CHF | 99.99% | 99.99% |
08.05.2024 | 0.12% | 8.39 CHF | 8.40 CHF | 135'000 | 135'000 | 45'812 | 45'812 | 379'504 CHF | 379'963 CHF | 98.99% | 98.99% |
07.05.2024 | 0.13% | 8.16 CHF | 8.17 CHF | 135'000 | 135'000 | 48'391 | 48'391 | 389'199 CHF | 389'684 CHF | 99.67% | 99.67% |
06.05.2024 | 0.13% | 7.92 CHF | 7.93 CHF | 140'000 | 140'000 | 49'261 | 49'261 | 384'056 CHF | 384'549 CHF | 100.00% | 100.00% |
03.05.2024 | 0.14% | 7.61 CHF | 7.62 CHF | 145'000 | 145'000 | 49'878 | 49'878 | 376'575 CHF | 377'074 CHF | 99.96% | 99.96% |
02.05.2024 | 0.14% | 7.47 CHF | 7.48 CHF | 145'000 | 145'000 | 51'096 | 51'096 | 376'507 CHF | 377'019 CHF | 99.98% | 99.98% |