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% | 8.58 CHF | 8.59 CHF | 75'000 | 75'000 | 74'953 | 74'953 | 648'972 CHF | 649'722 CHF | 100.00% | 100.00% |
15.05.2024 | 0.12% | 8.46 CHF | 8.47 CHF | 75'000 | 75'000 | 74'867 | 74'867 | 625'196 CHF | 625'946 CHF | 99.83% | 99.83% |
14.05.2024 | 0.12% | 8.33 CHF | 8.34 CHF | 75'000 | 75'000 | 74'994 | 74'994 | 622'383 CHF | 623'133 CHF | 99.81% | 99.81% |
13.05.2024 | 0.12% | 8.21 CHF | 8.22 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 614'706 CHF | 615'456 CHF | 100.00% | 100.00% |
10.05.2024 | 0.12% | 8.27 CHF | 8.28 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 625'907 CHF | 626'657 CHF | 99.99% | 99.99% |
08.05.2024 | 0.12% | 8.36 CHF | 8.37 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 626'178 CHF | 626'928 CHF | 99.77% | 99.77% |
07.05.2024 | 0.12% | 8.66 CHF | 8.67 CHF | 75'000 | 75'000 | 74'976 | 74'976 | 651'537 CHF | 652'287 CHF | 98.41% | 98.41% |
06.05.2024 | 0.12% | 8.70 CHF | 8.71 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 647'178 CHF | 647'928 CHF | 100.00% | 100.00% |
03.05.2024 | 0.12% | 8.36 CHF | 8.37 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 621'312 CHF | 622'062 CHF | 99.90% | 99.90% |
02.05.2024 | 0.12% | 8.29 CHF | 8.30 CHF | 75'000 | 75'000 | 75'000 | 75'000 | 624'794 CHF | 625'544 CHF | 99.57% | 99.57% |