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 | 0.49% | 10.30 CHF | 10.35 CHF | 10'000 | 10'000 | 9'906 | 9'906 | 101'422 CHF | 101'918 CHF | 100.00% | 100.00% |
15.05.2024 | 0.24% | 10.10 CHF | 10.15 CHF | 10'000 | 10'000 | 9'906 | 9'906 | 98'834 CHF | 99'068 CHF | 99.96% | 99.96% |
14.05.2024 | 0.10% | 9.87 CHF | 9.88 CHF | 10'000 | 10'000 | 9'938 | 9'937 | 98'089 CHF | 98'184 CHF | 99.37% | 99.37% |
13.05.2024 | 0.10% | 9.96 CHF | 9.97 CHF | 10'000 | 10'000 | 9'907 | 9'906 | 98'620 CHF | 98'712 CHF | 100.00% | 100.00% |
10.05.2024 | 0.10% | 9.90 CHF | 9.91 CHF | 10'000 | 10'000 | 9'916 | 9'916 | 98'437 CHF | 98'536 CHF | 99.34% | 99.34% |
08.05.2024 | 0.11% | 9.44 CHF | 9.45 CHF | 10'000 | 10'000 | 9'946 | 9'946 | 93'355 CHF | 93'455 CHF | 99.65% | 99.65% |
07.05.2024 | 0.11% | 9.43 CHF | 9.44 CHF | 10'000 | 10'000 | 9'895 | 9'895 | 92'990 CHF | 93'089 CHF | 99.72% | 99.72% |
06.05.2024 | 0.11% | 9.24 CHF | 9.25 CHF | 10'000 | 10'000 | 9'903 | 9'903 | 91'841 CHF | 91'940 CHF | 98.48% | 98.48% |
03.05.2024 | 0.11% | 9.08 CHF | 9.09 CHF | 10'000 | 10'000 | 9'948 | 9'948 | 90'517 CHF | 90'617 CHF | 96.90% | 96.90% |
02.05.2024 | 0.12% | 8.77 CHF | 8.78 CHF | 10'000 | 10'000 | 9'928 | 9'928 | 86'528 CHF | 86'627 CHF | 99.58% | 99.58% |