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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.12% | 8.71 CHF | 8.72 CHF | 100'000 | 100'000 | 97'934 | 97'934 | 844'722 CHF | 845'712 CHF | 98.08% | 98.08% |
14.05.2024 | 0.12% | 8.61 CHF | 8.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 855'879 CHF | 856'879 CHF | 97.87% | 97.87% |
13.05.2024 | 0.12% | 8.58 CHF | 8.59 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 855'588 CHF | 856'588 CHF | 100.00% | 100.00% |
10.05.2024 | 0.12% | 8.54 CHF | 8.55 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 859'225 CHF | 860'225 CHF | 98.68% | 98.68% |
08.05.2024 | 0.12% | 8.31 CHF | 8.32 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 829'995 CHF | 830'995 CHF | 100.00% | 100.00% |
07.05.2024 | 0.12% | 8.20 CHF | 8.21 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 806'247 CHF | 807'247 CHF | 100.00% | 100.00% |
06.05.2024 | 0.13% | 7.90 CHF | 7.91 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 785'717 CHF | 786'717 CHF | 99.99% | 99.99% |
03.05.2024 | 0.13% | 7.68 CHF | 7.69 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 769'286 CHF | 770'286 CHF | 97.10% | 97.10% |
02.05.2024 | 0.13% | 7.61 CHF | 7.62 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 762'152 CHF | 763'152 CHF | 99.21% | 99.21% |
30.04.2024 | 0.13% | 7.73 CHF | 7.74 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 790'388 CHF | 791'388 CHF | 99.19% | 99.19% |