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 | 0.11% | 9.12 CHF | 9.13 CHF | 75'000 | 75'000 | 74'940 | 74'940 | 689'377 CHF | 690'127 CHF | 100.00% | 100.00% |
15.05.2024 | 0.11% | 9.00 CHF | 9.01 CHF | 75'000 | 75'000 | 74'856 | 74'856 | 665'478 CHF | 666'228 CHF | 100.00% | 100.00% |
14.05.2024 | 0.11% | 8.87 CHF | 8.88 CHF | 75'000 | 75'000 | 74'996 | 74'996 | 662'684 CHF | 663'434 CHF | 99.82% | 99.82% |
13.05.2024 | 0.11% | 8.75 CHF | 8.76 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 655'130 CHF | 655'880 CHF | 100.00% | 100.00% |
10.05.2024 | 0.11% | 8.81 CHF | 8.82 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 666'392 CHF | 667'142 CHF | 99.99% | 99.99% |
08.05.2024 | 0.11% | 8.91 CHF | 8.92 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 666'841 CHF | 667'591 CHF | 99.77% | 99.77% |
07.05.2024 | 0.11% | 9.20 CHF | 9.21 CHF | 75'000 | 75'000 | 74'975 | 74'975 | 692'424 CHF | 693'174 CHF | 98.42% | 98.42% |
06.05.2024 | 0.11% | 9.25 CHF | 9.26 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 688'154 CHF | 688'904 CHF | 100.00% | 100.00% |
03.05.2024 | 0.11% | 8.91 CHF | 8.92 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 662'582 CHF | 663'332 CHF | 99.87% | 99.87% |
02.05.2024 | 0.11% | 8.84 CHF | 8.85 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 665'762 CHF | 666'512 CHF | 99.58% | 99.58% |