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 | 0.20% | 10.15 CHF | 10.17 CHF | 34'600 | 34'600 | 34'266 | 34'266 | 342'575 CHF | 343'261 CHF | 100.00% | 100.00% |
15.05.2024 | 0.20% | 10.07 CHF | 10.09 CHF | 34'100 | 34'100 | 33'591 | 33'591 | 341'400 CHF | 342'073 CHF | 99.83% | 99.83% |
14.05.2024 | 0.19% | 10.28 CHF | 10.30 CHF | 33'400 | 33'400 | 33'698 | 33'698 | 349'982 CHF | 350'656 CHF | 99.86% | 99.86% |
13.05.2024 | 0.19% | 10.37 CHF | 10.39 CHF | 33'900 | 33'900 | 33'780 | 33'780 | 347'586 CHF | 348'262 CHF | 100.00% | 100.00% |
10.05.2024 | 0.19% | 10.32 CHF | 10.34 CHF | 33'700 | 33'700 | 33'341 | 33'341 | 343'369 CHF | 344'036 CHF | 100.00% | 100.00% |
08.05.2024 | 0.19% | 10.46 CHF | 10.48 CHF | 33'300 | 33'300 | 33'541 | 33'541 | 350'701 CHF | 351'372 CHF | 99.16% | 99.16% |
07.05.2024 | 0.19% | 10.27 CHF | 10.29 CHF | 33'700 | 33'700 | 34'056 | 34'056 | 351'139 CHF | 351'820 CHF | 99.70% | 99.70% |
06.05.2024 | 0.20% | 10.18 CHF | 10.20 CHF | 34'300 | 34'300 | 34'059 | 34'059 | 344'447 CHF | 345'128 CHF | 100.00% | 100.00% |
03.05.2024 | 0.20% | 10.04 CHF | 10.06 CHF | 33'900 | 33'900 | 33'109 | 33'109 | 338'142 CHF | 338'804 CHF | 98.74% | 98.74% |
02.05.2024 | 0.19% | 10.85 CHF | 10.87 CHF | 32'600 | 32'600 | 31'403 | 31'403 | 338'168 CHF | 338'796 CHF | 99.98% | 99.98% |