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% | 8.23 CHF | 8.24 CHF | 100'000 | 100'000 | 99'090 | 99'089 | 818'449 CHF | 819'433 CHF | 99.97% | 99.97% |
15.05.2024 | 0.12% | 8.25 CHF | 8.26 CHF | 100'000 | 100'000 | 99'113 | 99'112 | 807'068 CHF | 808'051 CHF | 99.89% | 99.89% |
14.05.2024 | 0.13% | 8.01 CHF | 8.02 CHF | 100'000 | 100'000 | 99'497 | 99'495 | 793'182 CHF | 794'157 CHF | 99.39% | 99.39% |
13.05.2024 | 0.13% | 7.90 CHF | 7.91 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 795'462 CHF | 796'462 CHF | 97.79% | 97.79% |
10.05.2024 | 0.12% | 8.13 CHF | 8.14 CHF | 100'000 | 100'000 | 99'362 | 99'362 | 814'077 CHF | 815'072 CHF | 99.67% | 99.67% |
08.05.2024 | 0.13% | 7.71 CHF | 7.72 CHF | 100'000 | 100'000 | 99'415 | 99'415 | 765'785 CHF | 766'780 CHF | 99.61% | 99.61% |
07.05.2024 | 0.13% | 7.73 CHF | 7.74 CHF | 100'000 | 100'000 | 99'064 | 99'061 | 765'800 CHF | 766'767 CHF | 100.00% | 100.00% |
06.05.2024 | 0.13% | 7.78 CHF | 7.79 CHF | 100'000 | 100'000 | 99'616 | 99'616 | 772'696 CHF | 773'693 CHF | 99.22% | 99.22% |
03.05.2024 | 0.13% | 7.51 CHF | 7.52 CHF | 100'000 | 100'000 | 99'224 | 99'224 | 751'340 CHF | 752'333 CHF | 96.29% | 96.29% |
02.05.2024 | 0.13% | 7.66 CHF | 7.67 CHF | 100'000 | 100'000 | 99'059 | 99'059 | 757'194 CHF | 758'186 CHF | 99.69% | 99.69% |