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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.05.2024 | 0.12% | 8.52 CHF | 8.53 CHF | 100'000 | 100'000 | 99'843 | 99'843 | 842'173 CHF | 843'172 CHF | 92.89% | 92.89% |
23.05.2024 | 0.11% | 8.70 CHF | 8.71 CHF | 100'000 | 100'000 | 99'200 | 99'197 | 886'148 CHF | 887'111 CHF | 98.91% | 98.91% |
22.05.2024 | 0.11% | 9.13 CHF | 9.14 CHF | 100'000 | 100'000 | 99'334 | 99'334 | 904'035 CHF | 905'029 CHF | 99.70% | 99.70% |
21.05.2024 | 0.11% | 9.09 CHF | 9.10 CHF | 100'000 | 100'000 | 99'206 | 99'206 | 898'282 CHF | 899'275 CHF | 99.79% | 99.79% |
17.05.2024 | 0.11% | 9.12 CHF | 9.13 CHF | 100'000 | 100'000 | 99'276 | 99'276 | 904'774 CHF | 905'768 CHF | 99.77% | 99.77% |
16.05.2024 | 0.11% | 9.17 CHF | 9.18 CHF | 100'000 | 100'000 | 99'536 | 99'536 | 907'118 CHF | 908'114 CHF | 99.48% | 99.48% |
15.05.2024 | 0.11% | 9.00 CHF | 9.01 CHF | 100'000 | 100'000 | 99'138 | 99'138 | 875'979 CHF | 876'971 CHF | 99.84% | 99.84% |
14.05.2024 | 0.11% | 8.72 CHF | 8.73 CHF | 100'000 | 100'000 | 99'838 | 99'838 | 870'629 CHF | 871'627 CHF | 98.89% | 98.89% |
13.05.2024 | 0.11% | 8.81 CHF | 8.82 CHF | 100'000 | 100'000 | 99'066 | 99'059 | 872'523 CHF | 873'454 CHF | 100.00% | 100.00% |
10.05.2024 | 0.11% | 8.75 CHF | 8.76 CHF | 100'000 | 100'000 | 99'193 | 99'193 | 870'801 CHF | 871'794 CHF | 99.39% | 99.39% |