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% | 8.92 CHF | 8.93 CHF | 66'500 | 66'500 | 65'771 | 65'771 | 597'005 CHF | 597'664 CHF | 100.00% | 100.00% |
15.05.2024 | 0.11% | 9.24 CHF | 9.25 CHF | 67'500 | 67'500 | 67'247 | 67'247 | 613'334 CHF | 614'007 CHF | 99.90% | 99.90% |
14.05.2024 | 0.11% | 8.96 CHF | 8.97 CHF | 68'000 | 68'000 | 67'460 | 67'460 | 602'100 CHF | 602'775 CHF | 99.72% | 99.72% |
13.05.2024 | 0.11% | 8.99 CHF | 9.00 CHF | 67'500 | 67'500 | 66'867 | 66'867 | 599'584 CHF | 600'253 CHF | 100.00% | 100.00% |
10.05.2024 | 0.11% | 9.01 CHF | 9.02 CHF | 70'000 | 70'000 | 69'343 | 69'343 | 629'378 CHF | 630'072 CHF | 100.00% | 100.00% |
08.05.2024 | 0.12% | 8.53 CHF | 8.54 CHF | 71'500 | 71'500 | 70'915 | 70'915 | 607'107 CHF | 607'817 CHF | 100.00% | 100.00% |
07.05.2024 | 0.12% | 8.47 CHF | 8.48 CHF | 75'000 | 75'000 | 74'751 | 74'751 | 615'179 CHF | 615'927 CHF | 100.00% | 100.00% |
06.05.2024 | 0.13% | 7.98 CHF | 7.99 CHF | 78'000 | 78'000 | 77'462 | 77'462 | 612'081 CHF | 612'857 CHF | 97.20% | 97.20% |
03.05.2024 | 0.13% | 7.67 CHF | 7.68 CHF | 80'000 | 80'000 | 79'499 | 79'499 | 610'567 CHF | 611'363 CHF | 96.99% | 96.99% |
02.05.2024 | 0.13% | 7.59 CHF | 7.60 CHF | 80'000 | 80'000 | 79'242 | 79'242 | 603'340 CHF | 604'133 CHF | 99.30% | 99.30% |