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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 0.09% | 10.97 CHF | 10.98 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 272'155 CHF | 272'405 CHF | 99.07% | 99.07% |
22.05.2024 | 0.09% | 11.01 CHF | 11.02 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 276'678 CHF | 276'928 CHF | 97.40% | 97.40% |
21.05.2024 | 0.09% | 10.96 CHF | 10.97 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 273'361 CHF | 273'611 CHF | 99.39% | 99.39% |
17.05.2024 | 0.09% | 10.87 CHF | 10.88 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 268'851 CHF | 269'101 CHF | 99.06% | 99.06% |
16.05.2024 | 0.10% | 10.56 CHF | 10.57 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 260'017 CHF | 260'267 CHF | 99.26% | 99.26% |
15.05.2024 | 0.10% | 10.37 CHF | 10.38 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 256'270 CHF | 256'520 CHF | 99.38% | 99.38% |
14.05.2024 | 0.11% | 9.53 CHF | 9.54 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 237'372 CHF | 237'622 CHF | 95.65% | 95.65% |
13.05.2024 | 0.11% | 9.21 CHF | 9.22 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 232'764 CHF | 233'014 CHF | 99.39% | 99.39% |
10.05.2024 | 0.11% | 9.27 CHF | 9.28 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 233'429 CHF | 233'679 CHF | 99.39% | 99.39% |
08.05.2024 | 0.11% | 9.36 CHF | 9.37 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 234'332 CHF | 234'582 CHF | 99.39% | 99.39% |