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 |
---|---|---|---|---|---|---|---|---|---|---|---|
18.04.2024 | 0.11% | 9.41 CHF | 9.42 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 942'042 CHF | 943'042 CHF | 97.98% | 97.98% |
17.04.2024 | 0.11% | 9.61 CHF | 9.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 951'009 CHF | 952'009 CHF | 99.78% | 99.78% |
16.04.2024 | 0.11% | 9.29 CHF | 9.30 CHF | 100'000 | 100'000 | 99'836 | 99'836 | 930'953 CHF | 931'955 CHF | 91.92% | 91.92% |
15.04.2024 | 0.12% | 9.49 CHF | 9.50 CHF | 100'000 | 100'000 | 98'602 | 98'602 | 932'113 CHF | 933'134 CHF | 99.30% | 99.30% |
12.04.2024 | 0.19% | 10.32 CHF | 10.34 CHF | 100'000 | 100'000 | 99'990 | 99'990 | 1'015'320 CHF | 1'017'220 CHF | 99.20% | 99.20% |
11.04.2024 | 0.12% | 8.93 CHF | 8.94 CHF | 100'000 | 100'000 | 99'253 | 99'253 | 897'286 CHF | 898'298 CHF | 95.41% | 95.41% |
10.04.2024 | 0.15% | 9.07 CHF | 9.08 CHF | 100'000 | 100'000 | 97'065 | 97'065 | 878'586 CHF | 879'630 CHF | 89.06% | 89.06% |
09.04.2024 | 0.11% | 8.80 CHF | 8.81 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 904'510 CHF | 905'510 CHF | 99.98% | 99.98% |
08.04.2024 | 0.11% | 8.80 CHF | 8.81 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 875'861 CHF | 876'861 CHF | 100.00% | 100.00% |
05.04.2024 | 0.13% | 8.42 CHF | 8.43 CHF | 100'000 | 100'000 | 99'955 | 99'955 | 793'983 CHF | 794'983 CHF | 95.35% | 95.35% |