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 | 0.11% | 8.73 CHF | 8.74 CHF | 75'000 | 75'000 | 74'959 | 74'959 | 660'696 CHF | 661'446 CHF | 100.00% | 100.00% |
15.05.2024 | 0.12% | 8.62 CHF | 8.63 CHF | 75'000 | 75'000 | 74'865 | 74'865 | 636'827 CHF | 637'577 CHF | 99.83% | 99.83% |
14.05.2024 | 0.12% | 8.49 CHF | 8.50 CHF | 75'000 | 75'000 | 74'994 | 74'994 | 633'989 CHF | 634'739 CHF | 99.81% | 99.81% |
13.05.2024 | 0.12% | 8.37 CHF | 8.38 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 626'360 CHF | 627'110 CHF | 100.00% | 100.00% |
10.05.2024 | 0.12% | 8.43 CHF | 8.44 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 637'573 CHF | 638'323 CHF | 100.00% | 100.00% |
08.05.2024 | 0.12% | 8.52 CHF | 8.53 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 637'878 CHF | 638'628 CHF | 99.77% | 99.77% |
07.05.2024 | 0.11% | 8.81 CHF | 8.82 CHF | 75'000 | 75'000 | 74'976 | 74'976 | 663'295 CHF | 664'045 CHF | 98.40% | 98.40% |
06.05.2024 | 0.11% | 8.86 CHF | 8.87 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 658'966 CHF | 659'716 CHF | 100.00% | 100.00% |
03.05.2024 | 0.12% | 8.51 CHF | 8.52 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 633'189 CHF | 633'939 CHF | 99.89% | 99.89% |
02.05.2024 | 0.12% | 8.44 CHF | 8.45 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 636'565 CHF | 637'315 CHF | 99.56% | 99.56% |