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 | 0.39% | 9.79 CHF | 9.83 CHF | 12'700 | 12'700 | 12'479 | 12'479 | 129'512 CHF | 130'012 CHF | 100.00% | 100.00% |
15.05.2024 | 0.36% | 11.11 CHF | 11.15 CHF | 12'900 | 12'900 | 12'813 | 12'813 | 143'562 CHF | 144'076 CHF | 100.00% | 100.00% |
14.05.2024 | 0.38% | 10.53 CHF | 10.57 CHF | 12'900 | 12'900 | 12'907 | 12'907 | 135'186 CHF | 135'702 CHF | 99.67% | 99.67% |
13.05.2024 | 0.38% | 10.47 CHF | 10.51 CHF | 13'000 | 13'000 | 13'188 | 13'188 | 136'815 CHF | 137'343 CHF | 100.00% | 100.00% |
10.05.2024 | 0.37% | 10.41 CHF | 10.45 CHF | 13'600 | 13'600 | 13'321 | 13'321 | 142'322 CHF | 142'854 CHF | 99.99% | 99.99% |
08.05.2024 | 0.43% | 9.33 CHF | 9.37 CHF | 14'300 | 14'300 | 14'239 | 14'239 | 133'659 CHF | 134'229 CHF | 99.15% | 99.15% |
07.05.2024 | 0.42% | 9.60 CHF | 9.64 CHF | 14'200 | 14'200 | 14'140 | 14'140 | 133'766 CHF | 134'332 CHF | 99.65% | 99.65% |
06.05.2024 | 0.41% | 9.73 CHF | 9.77 CHF | 14'500 | 14'500 | 14'440 | 14'440 | 139'795 CHF | 140'372 CHF | 100.00% | 100.00% |
03.05.2024 | 0.42% | 9.40 CHF | 9.44 CHF | 14'200 | 14'200 | 14'142 | 14'142 | 135'373 CHF | 135'938 CHF | 99.86% | 99.86% |
02.05.2024 | 0.41% | 9.64 CHF | 9.68 CHF | 15'200 | 15'200 | 15'137 | 15'137 | 146'206 CHF | 146'812 CHF | 99.97% | 99.97% |