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 | 0.12% | 8.42 CHF | 8.43 CHF | 75'000 | 75'000 | 74'954 | 74'954 | 637'286 CHF | 638'036 CHF | 100.00% | 100.00% |
15.05.2024 | 0.12% | 8.31 CHF | 8.32 CHF | 75'000 | 75'000 | 74'865 | 74'865 | 613'578 CHF | 614'328 CHF | 99.83% | 99.83% |
14.05.2024 | 0.12% | 8.18 CHF | 8.19 CHF | 75'000 | 75'000 | 74'992 | 74'992 | 610'732 CHF | 611'482 CHF | 99.80% | 99.80% |
13.05.2024 | 0.12% | 8.06 CHF | 8.07 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 603'049 CHF | 603'799 CHF | 100.00% | 100.00% |
10.05.2024 | 0.12% | 8.12 CHF | 8.13 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 614'258 CHF | 615'008 CHF | 100.00% | 100.00% |
08.05.2024 | 0.12% | 8.21 CHF | 8.22 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 614'483 CHF | 615'233 CHF | 99.77% | 99.77% |
07.05.2024 | 0.12% | 8.50 CHF | 8.51 CHF | 75'000 | 75'000 | 74'976 | 74'976 | 639'800 CHF | 640'550 CHF | 98.40% | 98.40% |
06.05.2024 | 0.12% | 8.54 CHF | 8.55 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 635'398 CHF | 636'148 CHF | 100.00% | 100.00% |
03.05.2024 | 0.12% | 8.20 CHF | 8.21 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 609'454 CHF | 610'204 CHF | 99.85% | 99.85% |
02.05.2024 | 0.12% | 8.13 CHF | 8.14 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 613'016 CHF | 613'766 CHF | 99.56% | 99.56% |