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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 0.12% | 8.50 CHF | 8.51 CHF | 119'100 | 119'100 | 122'326 | 122'326 | 1'035'290 CHF | 1'036'520 CHF | 100.00% | 100.00% |
21.05.2024 | 0.12% | 8.28 CHF | 8.29 CHF | 124'500 | 124'500 | 123'905 | 123'905 | 1'022'680 CHF | 1'023'910 CHF | 98.98% | 98.98% |
17.05.2024 | 0.12% | 8.16 CHF | 8.17 CHF | 121'500 | 121'500 | 123'177 | 123'177 | 1'026'930 CHF | 1'028'160 CHF | 100.00% | 100.00% |
16.05.2024 | 0.12% | 8.16 CHF | 8.17 CHF | 124'300 | 124'300 | 121'250 | 121'250 | 987'113 CHF | 988'326 CHF | 99.99% | 99.99% |
15.05.2024 | 0.12% | 8.16 CHF | 8.17 CHF | 119'400 | 119'400 | 116'763 | 116'763 | 980'854 CHF | 982'025 CHF | 99.84% | 99.84% |
14.05.2024 | 0.11% | 8.51 CHF | 8.52 CHF | 115'500 | 115'500 | 115'189 | 115'189 | 1'005'360 CHF | 1'006'510 CHF | 99.96% | 99.96% |
13.05.2024 | 0.11% | 8.77 CHF | 8.78 CHF | 115'000 | 115'000 | 114'280 | 114'280 | 1'004'760 CHF | 1'005'900 CHF | 100.00% | 100.00% |
10.05.2024 | 0.11% | 8.97 CHF | 8.98 CHF | 113'900 | 113'900 | 110'365 | 110'365 | 980'074 CHF | 981'177 CHF | 100.00% | 100.00% |
08.05.2024 | 0.11% | 9.17 CHF | 9.18 CHF | 109'900 | 109'900 | 111'401 | 111'401 | 1'021'040 CHF | 1'022'160 CHF | 98.95% | 98.95% |
07.05.2024 | 0.11% | 8.88 CHF | 8.89 CHF | 112'400 | 112'400 | 112'864 | 112'864 | 1'011'610 CHF | 1'012'740 CHF | 99.34% | 99.34% |