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 | 0.42% | 11.65 CHF | 11.70 CHF | 5'000 | 5'000 | 4'953 | 4'953 | 58'920 CHF | 59'168 CHF | 99.92% | 99.92% |
15.05.2024 | 0.43% | 12.20 CHF | 12.25 CHF | 5'000 | 5'000 | 4'953 | 4'953 | 57'532 CHF | 57'780 CHF | 100.00% | 100.00% |
14.05.2024 | 0.47% | 10.00 CHF | 10.05 CHF | 5'000 | 5'000 | 4'964 | 4'964 | 51'179 CHF | 51'418 CHF | 99.03% | 99.03% |
13.05.2024 | 0.45% | 10.90 CHF | 10.95 CHF | 5'000 | 5'000 | 4'953 | 4'953 | 54'996 CHF | 55'244 CHF | 100.00% | 100.00% |
10.05.2024 | 0.42% | 11.70 CHF | 11.75 CHF | 5'000 | 5'000 | 4'950 | 4'950 | 59'029 CHF | 59'277 CHF | 93.86% | 100.00% |
08.05.2024 | 0.43% | 11.40 CHF | 11.45 CHF | 5'000 | 5'000 | 4'953 | 4'953 | 57'801 CHF | 58'049 CHF | 100.00% | 100.00% |
07.05.2024 | 0.45% | 11.30 CHF | 11.35 CHF | 5'000 | 5'000 | 4'953 | 4'953 | 55'004 CHF | 55'252 CHF | 100.00% | 100.00% |
06.05.2024 | 0.45% | 10.90 CHF | 10.95 CHF | 5'000 | 5'000 | 4'940 | 4'940 | 55'055 CHF | 55'303 CHF | 95.20% | 98.76% |
03.05.2024 | 0.45% | 11.20 CHF | 11.25 CHF | 5'000 | 5'000 | 4'964 | 4'964 | 55'355 CHF | 55'603 CHF | 97.49% | 98.13% |
02.05.2024 | 0.46% | 10.60 CHF | 10.65 CHF | 5'000 | 5'000 | 4'953 | 4'953 | 54'096 CHF | 54'344 CHF | 99.85% | 99.85% |