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 | 0.44% | 11.45 CHF | 11.50 CHF | 80'000 | 80'000 | 79'597 | 79'597 | 907'655 CHF | 911'637 CHF | 99.52% | 99.52% |
15.05.2024 | 0.45% | 11.30 CHF | 11.35 CHF | 80'000 | 80'000 | 79'316 | 79'316 | 882'783 CHF | 886'753 CHF | 99.91% | 99.91% |
14.05.2024 | 0.46% | 11.00 CHF | 11.05 CHF | 80'000 | 80'000 | 79'623 | 79'623 | 876'823 CHF | 880'806 CHF | 99.34% | 99.34% |
13.05.2024 | 0.45% | 11.10 CHF | 11.15 CHF | 80'000 | 80'000 | 80'000 | 80'000 | 888'014 CHF | 892'014 CHF | 97.78% | 97.78% |
10.05.2024 | 0.45% | 11.05 CHF | 11.10 CHF | 80'000 | 80'000 | 79'641 | 79'641 | 881'573 CHF | 885'557 CHF | 98.94% | 98.94% |
08.05.2024 | 0.48% | 10.60 CHF | 10.65 CHF | 80'000 | 80'000 | 79'242 | 79'240 | 834'787 CHF | 838'728 CHF | 100.00% | 100.00% |
07.05.2024 | 0.47% | 10.55 CHF | 10.60 CHF | 80'000 | 80'000 | 79'848 | 79'848 | 841'235 CHF | 845'228 CHF | 98.77% | 98.77% |
06.05.2024 | 0.48% | 10.40 CHF | 10.45 CHF | 80'000 | 80'000 | 79'564 | 79'564 | 828'409 CHF | 832'390 CHF | 97.78% | 97.78% |
03.05.2024 | 0.49% | 10.20 CHF | 10.25 CHF | 80'000 | 80'000 | 79'689 | 79'689 | 815'892 CHF | 819'879 CHF | 97.68% | 97.68% |
02.05.2024 | 0.10% | 9.94 CHF | 9.95 CHF | 80'000 | 80'000 | 79'542 | 79'542 | 786'094 CHF | 786'890 CHF | 98.94% | 98.94% |