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 | 0.48% | 10.45 CHF | 10.50 CHF | 59'000 | 59'000 | 58'447 | 58'447 | 611'997 CHF | 614'923 CHF | 100.00% | 100.00% |
15.05.2024 | 0.46% | 10.30 CHF | 10.35 CHF | 61'000 | 61'000 | 60'426 | 60'426 | 610'002 CHF | 612'778 CHF | 100.00% | 100.00% |
14.05.2024 | 0.10% | 9.94 CHF | 9.95 CHF | 62'000 | 62'000 | 61'681 | 61'681 | 605'058 CHF | 605'675 CHF | 98.95% | 98.95% |
13.05.2024 | 0.10% | 9.81 CHF | 9.82 CHF | 62'000 | 62'000 | 61'418 | 61'418 | 602'508 CHF | 603'123 CHF | 100.00% | 100.00% |
10.05.2024 | 0.10% | 9.74 CHF | 9.75 CHF | 65'000 | 65'000 | 64'376 | 64'376 | 623'146 CHF | 623'790 CHF | 100.00% | 100.00% |
08.05.2024 | 0.11% | 9.24 CHF | 9.25 CHF | 67'000 | 67'000 | 66'369 | 66'369 | 610'494 CHF | 611'159 CHF | 100.00% | 100.00% |
07.05.2024 | 0.11% | 9.04 CHF | 9.05 CHF | 71'000 | 71'000 | 70'335 | 70'335 | 623'023 CHF | 623'727 CHF | 100.00% | 100.00% |
06.05.2024 | 0.12% | 8.45 CHF | 8.46 CHF | 73'000 | 73'000 | 71'982 | 71'982 | 611'366 CHF | 612'086 CHF | 99.60% | 99.60% |
03.05.2024 | 0.12% | 8.28 CHF | 8.29 CHF | 74'000 | 74'000 | 73'619 | 73'619 | 608'770 CHF | 609'507 CHF | 96.74% | 96.74% |
02.05.2024 | 0.12% | 8.08 CHF | 8.09 CHF | 74'000 | 74'000 | 72'723 | 72'723 | 597'146 CHF | 597'874 CHF | 99.22% | 99.22% |