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% | 8.70 CHF | 8.72 CHF | 36'000 | 36'000 | 36'842 | 36'842 | 315'273 CHF | 316'010 CHF | 100.00% | 100.00% |
15.05.2024 | 0.24% | 8.64 CHF | 8.66 CHF | 37'000 | 37'000 | 36'928 | 36'928 | 314'542 CHF | 315'282 CHF | 100.00% | 100.00% |
14.05.2024 | 0.23% | 8.58 CHF | 8.60 CHF | 37'000 | 37'000 | 36'998 | 36'998 | 316'069 CHF | 316'809 CHF | 99.98% | 99.98% |
13.05.2024 | 0.24% | 8.42 CHF | 8.44 CHF | 37'000 | 37'000 | 37'000 | 37'000 | 312'621 CHF | 313'361 CHF | 100.00% | 100.00% |
10.05.2024 | 0.24% | 8.48 CHF | 8.50 CHF | 37'000 | 37'000 | 37'000 | 37'000 | 314'487 CHF | 315'227 CHF | 100.00% | 100.00% |
08.05.2024 | 0.24% | 8.25 CHF | 8.27 CHF | 38'000 | 38'000 | 38'000 | 38'000 | 311'772 CHF | 312'532 CHF | 99.25% | 99.25% |
07.05.2024 | 0.25% | 8.23 CHF | 8.25 CHF | 38'000 | 38'000 | 37'983 | 37'983 | 308'947 CHF | 309'707 CHF | 97.36% | 97.36% |
06.05.2024 | 0.24% | 8.12 CHF | 8.14 CHF | 38'000 | 38'000 | 38'000 | 38'000 | 309'936 CHF | 310'696 CHF | 98.43% | 98.43% |
03.05.2024 | 0.25% | 8.07 CHF | 8.09 CHF | 38'000 | 38'000 | 38'006 | 38'006 | 305'883 CHF | 306'643 CHF | 99.94% | 99.94% |
02.05.2024 | 0.26% | 7.73 CHF | 7.75 CHF | 39'000 | 39'000 | 38'996 | 38'996 | 303'517 CHF | 304'297 CHF | 99.99% | 99.99% |