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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.05.2024 | 0.12% | 8.33 CHF | 8.34 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 616'538 CHF | 617'288 CHF | 100.00% | 100.00% |
23.05.2024 | 0.12% | 8.30 CHF | 8.31 CHF | 75'000 | 75'000 | 74'734 | 74'734 | 630'323 CHF | 631'073 CHF | 100.00% | 100.00% |
22.05.2024 | 0.12% | 8.25 CHF | 8.26 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 612'544 CHF | 613'294 CHF | 100.00% | 100.00% |
21.05.2024 | 0.12% | 8.36 CHF | 8.37 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 628'333 CHF | 629'083 CHF | 99.54% | 99.54% |
17.05.2024 | 0.12% | 8.26 CHF | 8.27 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 621'223 CHF | 621'973 CHF | 100.00% | 100.00% |
16.05.2024 | 0.12% | 8.27 CHF | 8.28 CHF | 75'000 | 75'000 | 74'954 | 74'954 | 625'630 CHF | 626'380 CHF | 100.00% | 100.00% |
15.05.2024 | 0.12% | 8.15 CHF | 8.16 CHF | 75'000 | 75'000 | 74'866 | 74'866 | 601'937 CHF | 602'687 CHF | 99.83% | 99.83% |
14.05.2024 | 0.13% | 8.03 CHF | 8.04 CHF | 75'000 | 75'000 | 74'996 | 74'996 | 599'152 CHF | 599'902 CHF | 99.81% | 99.81% |
13.05.2024 | 0.13% | 7.90 CHF | 7.91 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 591'384 CHF | 592'134 CHF | 100.00% | 100.00% |
10.05.2024 | 0.12% | 7.96 CHF | 7.97 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 602'578 CHF | 603'328 CHF | 99.99% | 99.99% |