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 |
---|---|---|---|---|---|---|---|---|---|---|---|
13.05.2024 | 0.61% | 8.04 CHF | 8.09 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 81'481 CHF | 81'981 CHF | 99.57% | 99.57% |
10.05.2024 | 0.61% | 8.12 CHF | 8.17 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 82'017 CHF | 82'517 CHF | 98.20% | 98.20% |
08.05.2024 | 0.59% | 8.35 CHF | 8.40 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 83'908 CHF | 84'408 CHF | 98.51% | 98.51% |
07.05.2024 | 0.36% | 8.45 CHF | 8.48 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 83'222 CHF | 83'522 CHF | 95.44% | 95.44% |
06.05.2024 | 0.40% | 7.68 CHF | 7.71 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 74'120 CHF | 74'420 CHF | 99.58% | 99.58% |
03.05.2024 | 0.43% | 6.92 CHF | 6.95 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 69'675 CHF | 69'975 CHF | 89.60% | 89.60% |
02.05.2024 | 0.44% | 6.71 CHF | 6.74 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 67'331 CHF | 67'631 CHF | 96.92% | 96.92% |
30.04.2024 | 0.45% | 6.59 CHF | 6.62 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 66'556 CHF | 66'856 CHF | 99.44% | 99.44% |
29.04.2024 | 0.67% | 6.99 CHF | 7.04 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 74'948 CHF | 75'448 CHF | 97.03% | 97.03% |
26.04.2024 | 0.46% | 10.30 CHF | 10.34 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 107'257 CHF | 107'754 CHF | 95.56% | 95.56% |