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 | 0.23% | 8.94 CHF | 8.96 CHF | 36'000 | 36'000 | 36'842 | 36'842 | 324'166 CHF | 324'904 CHF | 100.00% | 100.00% |
15.05.2024 | 0.23% | 8.88 CHF | 8.90 CHF | 37'000 | 37'000 | 36'926 | 36'926 | 323'401 CHF | 324'141 CHF | 100.00% | 100.00% |
14.05.2024 | 0.23% | 8.82 CHF | 8.84 CHF | 37'000 | 37'000 | 36'998 | 36'998 | 324'956 CHF | 325'696 CHF | 99.96% | 99.96% |
13.05.2024 | 0.23% | 8.66 CHF | 8.68 CHF | 37'000 | 37'000 | 37'000 | 37'000 | 321'534 CHF | 322'274 CHF | 100.00% | 100.00% |
10.05.2024 | 0.23% | 8.72 CHF | 8.74 CHF | 37'000 | 37'000 | 37'000 | 37'000 | 323'370 CHF | 324'110 CHF | 100.00% | 100.00% |
08.05.2024 | 0.24% | 8.49 CHF | 8.51 CHF | 38'000 | 38'000 | 38'000 | 38'000 | 320'890 CHF | 321'650 CHF | 99.25% | 99.25% |
07.05.2024 | 0.24% | 8.47 CHF | 8.49 CHF | 38'000 | 38'000 | 37'983 | 37'983 | 318'054 CHF | 318'814 CHF | 97.36% | 97.36% |
06.05.2024 | 0.24% | 8.36 CHF | 8.38 CHF | 38'000 | 38'000 | 38'000 | 38'000 | 319'008 CHF | 319'768 CHF | 98.56% | 98.56% |
03.05.2024 | 0.24% | 8.31 CHF | 8.33 CHF | 38'000 | 38'000 | 38'006 | 38'006 | 314'982 CHF | 315'742 CHF | 99.92% | 99.92% |
02.05.2024 | 0.25% | 7.97 CHF | 7.99 CHF | 39'000 | 39'000 | 38'996 | 38'996 | 312'757 CHF | 313'537 CHF | 99.97% | 99.97% |