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 | 0.09% | 10.62 CHF | 10.63 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 265'224 CHF | 265'474 CHF | 94.40% | 94.40% |
23.05.2024 | 0.09% | 10.72 CHF | 10.73 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 268'997 CHF | 269'247 CHF | 98.81% | 98.81% |
22.05.2024 | 0.09% | 10.56 CHF | 10.57 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 263'425 CHF | 263'675 CHF | 97.89% | 97.89% |
21.05.2024 | 0.09% | 10.59 CHF | 10.60 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 264'044 CHF | 264'294 CHF | 99.09% | 99.09% |
17.05.2024 | 0.10% | 10.28 CHF | 10.29 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 254'937 CHF | 255'187 CHF | 99.07% | 99.07% |
16.05.2024 | 0.10% | 10.21 CHF | 10.22 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 254'808 CHF | 255'058 CHF | 99.23% | 99.23% |
15.05.2024 | 0.10% | 9.99 CHF | 10.00 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 246'667 CHF | 246'917 CHF | 99.38% | 99.38% |
14.05.2024 | 0.10% | 9.84 CHF | 9.85 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 246'819 CHF | 247'069 CHF | 99.17% | 99.17% |
13.05.2024 | 0.10% | 9.98 CHF | 9.99 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 249'123 CHF | 249'373 CHF | 99.38% | 99.38% |
10.05.2024 | 0.10% | 9.91 CHF | 9.92 CHF | 25'000 | 25'000 | 25'000 | 25'000 | 249'164 CHF | 249'414 CHF | 96.01% | 96.01% |