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 | 0.22% | 9.42 CHF | 9.44 CHF | 36'000 | 36'000 | 36'841 | 36'841 | 341'652 CHF | 342'389 CHF | 100.00% | 100.00% |
15.05.2024 | 0.22% | 9.35 CHF | 9.37 CHF | 37'000 | 37'000 | 36'926 | 36'926 | 340'925 CHF | 341'665 CHF | 99.99% | 99.99% |
14.05.2024 | 0.22% | 9.29 CHF | 9.31 CHF | 37'000 | 37'000 | 36'998 | 36'998 | 342'505 CHF | 343'245 CHF | 99.99% | 99.99% |
13.05.2024 | 0.22% | 9.13 CHF | 9.15 CHF | 37'000 | 37'000 | 37'000 | 37'000 | 339'093 CHF | 339'833 CHF | 100.00% | 100.00% |
10.05.2024 | 0.22% | 9.19 CHF | 9.21 CHF | 37'000 | 37'000 | 37'000 | 37'000 | 340'924 CHF | 341'664 CHF | 100.00% | 100.00% |
08.05.2024 | 0.22% | 8.96 CHF | 8.98 CHF | 38'000 | 38'000 | 38'000 | 38'000 | 338'899 CHF | 339'659 CHF | 99.25% | 99.25% |
07.05.2024 | 0.23% | 8.94 CHF | 8.96 CHF | 38'000 | 38'000 | 37'983 | 37'983 | 336'051 CHF | 336'811 CHF | 97.36% | 97.36% |
06.05.2024 | 0.23% | 8.84 CHF | 8.86 CHF | 38'000 | 38'000 | 38'000 | 38'000 | 337'049 CHF | 337'809 CHF | 98.52% | 98.52% |
03.05.2024 | 0.23% | 8.78 CHF | 8.80 CHF | 38'000 | 38'000 | 38'006 | 38'006 | 332'980 CHF | 333'740 CHF | 99.94% | 99.94% |
02.05.2024 | 0.24% | 8.44 CHF | 8.46 CHF | 39'000 | 39'000 | 38'996 | 38'996 | 331'233 CHF | 332'013 CHF | 99.98% | 99.98% |