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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.11% | 9.24 CHF | 9.25 CHF | 100'000 | 100'000 | 99'281 | 99'281 | 916'661 CHF | 917'655 CHF | 99.77% | 99.77% |
16.05.2024 | 0.11% | 9.29 CHF | 9.30 CHF | 100'000 | 100'000 | 99'495 | 99'495 | 918'494 CHF | 919'489 CHF | 99.53% | 99.53% |
15.05.2024 | 0.11% | 9.11 CHF | 9.12 CHF | 100'000 | 100'000 | 99'142 | 99'142 | 887'765 CHF | 888'758 CHF | 99.67% | 99.67% |
14.05.2024 | 0.11% | 8.84 CHF | 8.85 CHF | 100'000 | 100'000 | 99'481 | 99'481 | 879'360 CHF | 880'355 CHF | 99.30% | 99.30% |
13.05.2024 | 0.11% | 8.93 CHF | 8.94 CHF | 100'000 | 100'000 | 99'066 | 99'059 | 884'300 CHF | 885'230 CHF | 100.00% | 100.00% |
10.05.2024 | 0.11% | 8.87 CHF | 8.88 CHF | 100'000 | 100'000 | 99'356 | 99'356 | 884'028 CHF | 885'022 CHF | 99.18% | 99.18% |
08.05.2024 | 0.12% | 8.41 CHF | 8.42 CHF | 100'000 | 100'000 | 99'494 | 99'494 | 831'272 CHF | 832'268 CHF | 99.61% | 99.61% |
07.05.2024 | 0.12% | 8.40 CHF | 8.41 CHF | 100'000 | 100'000 | 98'951 | 98'946 | 828'044 CHF | 828'991 CHF | 99.63% | 99.63% |
06.05.2024 | 0.12% | 8.21 CHF | 8.22 CHF | 100'000 | 100'000 | 99'567 | 99'567 | 821'158 CHF | 822'154 CHF | 97.61% | 97.61% |
03.05.2024 | 0.12% | 8.05 CHF | 8.06 CHF | 100'000 | 100'000 | 99'558 | 99'558 | 803'604 CHF | 804'600 CHF | 96.94% | 96.94% |