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 |
---|---|---|---|---|---|---|---|---|---|---|---|
27.05.2024 | 0.10% | 9.59 CHF | 9.60 CHF | 75'000 | 75'000 | 74'950 | 74'950 | 716'322 CHF | 717'072 CHF | 99.11% | 99.11% |
24.05.2024 | 0.11% | 9.55 CHF | 9.56 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 707'506 CHF | 708'256 CHF | 100.00% | 100.00% |
23.05.2024 | 0.10% | 9.51 CHF | 9.52 CHF | 75'000 | 75'000 | 74'571 | 74'571 | 719'439 CHF | 720'189 CHF | 100.00% | 100.00% |
22.05.2024 | 0.11% | 9.46 CHF | 9.47 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 703'715 CHF | 704'465 CHF | 100.00% | 100.00% |
21.05.2024 | 0.10% | 9.58 CHF | 9.59 CHF | 75'000 | 75'000 | 74'996 | 74'996 | 719'228 CHF | 719'978 CHF | 99.60% | 99.60% |
17.05.2024 | 0.11% | 9.47 CHF | 9.48 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 712'235 CHF | 712'985 CHF | 100.00% | 100.00% |
16.05.2024 | 0.10% | 9.48 CHF | 9.49 CHF | 75'000 | 75'000 | 74'935 | 74'935 | 716'317 CHF | 717'067 CHF | 100.00% | 100.00% |
15.05.2024 | 0.11% | 9.36 CHF | 9.37 CHF | 75'000 | 75'000 | 74'856 | 74'856 | 692'370 CHF | 693'120 CHF | 99.83% | 99.83% |
14.05.2024 | 0.11% | 9.23 CHF | 9.24 CHF | 75'000 | 75'000 | 74'994 | 74'994 | 689'571 CHF | 690'321 CHF | 99.81% | 99.81% |
13.05.2024 | 0.11% | 9.11 CHF | 9.12 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 682'090 CHF | 682'840 CHF | 100.00% | 100.00% |