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 | 0.10% | 10.36 CHF | 10.37 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'041'790 CHF | 1'042'790 CHF | 99.02% | 99.02% |
15.05.2024 | 0.10% | 10.50 CHF | 10.51 CHF | 100'000 | 100'000 | 97'933 | 97'933 | 1'019'290 CHF | 1'020'280 CHF | 98.06% | 98.06% |
14.05.2024 | 0.10% | 10.39 CHF | 10.40 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'033'920 CHF | 1'034'920 CHF | 97.71% | 97.71% |
13.05.2024 | 0.10% | 10.36 CHF | 10.37 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'033'220 CHF | 1'034'220 CHF | 99.99% | 99.99% |
10.05.2024 | 0.10% | 10.31 CHF | 10.32 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'036'660 CHF | 1'037'660 CHF | 98.68% | 98.68% |
08.05.2024 | 0.10% | 10.08 CHF | 10.09 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'007'220 CHF | 1'008'220 CHF | 100.00% | 100.00% |
07.05.2024 | 0.10% | 9.98 CHF | 9.99 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 983'472 CHF | 984'472 CHF | 100.00% | 100.00% |
06.05.2024 | 0.10% | 9.67 CHF | 9.68 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 962'623 CHF | 963'623 CHF | 100.00% | 100.00% |
03.05.2024 | 0.11% | 9.44 CHF | 9.45 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 946'000 CHF | 947'000 CHF | 97.23% | 97.23% |
02.05.2024 | 0.11% | 9.38 CHF | 9.39 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 939'109 CHF | 940'109 CHF | 99.46% | 99.46% |