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 | 0.12% | 8.64 CHF | 8.65 CHF | 79'600 | 79'600 | 79'219 | 79'219 | 679'420 CHF | 680'213 CHF | 100.00% | 100.00% |
15.05.2024 | 0.12% | 8.61 CHF | 8.62 CHF | 79'100 | 79'100 | 78'473 | 78'473 | 678'485 CHF | 679'272 CHF | 99.83% | 99.83% |
14.05.2024 | 0.11% | 8.70 CHF | 8.71 CHF | 78'500 | 78'500 | 78'732 | 78'732 | 688'092 CHF | 688'880 CHF | 99.86% | 99.86% |
13.05.2024 | 0.11% | 8.73 CHF | 8.74 CHF | 78'900 | 78'900 | 78'780 | 78'780 | 685'328 CHF | 686'115 CHF | 100.00% | 100.00% |
10.05.2024 | 0.11% | 8.71 CHF | 8.72 CHF | 78'800 | 78'800 | 78'441 | 78'441 | 682'613 CHF | 683'397 CHF | 100.00% | 100.00% |
08.05.2024 | 0.11% | 8.77 CHF | 8.78 CHF | 78'300 | 78'300 | 78'599 | 78'599 | 689'082 CHF | 689'868 CHF | 99.17% | 99.17% |
07.05.2024 | 0.11% | 8.69 CHF | 8.70 CHF | 78'800 | 78'800 | 79'090 | 79'090 | 688'536 CHF | 689'327 CHF | 99.70% | 99.70% |
06.05.2024 | 0.12% | 8.65 CHF | 8.66 CHF | 79'300 | 79'300 | 79'120 | 79'120 | 682'231 CHF | 683'022 CHF | 100.00% | 100.00% |
03.05.2024 | 0.12% | 8.59 CHF | 8.60 CHF | 79'000 | 79'000 | 78'209 | 78'209 | 677'640 CHF | 678'422 CHF | 98.75% | 98.75% |
02.05.2024 | 0.11% | 8.93 CHF | 8.94 CHF | 77'700 | 77'700 | 76'503 | 76'503 | 680'403 CHF | 681'168 CHF | 99.99% | 99.99% |