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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 0.28% | 10.10 CHF | 10.15 CHF | 21'000 | 21'000 | 20'800 | 20'800 | 207'489 CHF | 208'071 CHF | 99.17% | 99.17% |
22.05.2024 | 0.46% | 10.20 CHF | 10.25 CHF | 21'000 | 21'000 | 20'803 | 20'803 | 209'279 CHF | 210'232 CHF | 100.00% | 100.00% |
21.05.2024 | 0.10% | 9.80 CHF | 9.81 CHF | 20'000 | 20'000 | 19'812 | 19'812 | 192'903 CHF | 193'101 CHF | 99.61% | 99.61% |
17.05.2024 | 0.10% | 9.67 CHF | 9.68 CHF | 20'000 | 20'000 | 19'812 | 19'812 | 192'058 CHF | 192'256 CHF | 100.00% | 100.00% |
16.05.2024 | 0.10% | 9.83 CHF | 9.84 CHF | 20'000 | 20'000 | 19'813 | 19'813 | 193'942 CHF | 194'143 CHF | 96.97% | 96.97% |
15.05.2024 | 0.47% | 10.60 CHF | 10.65 CHF | 21'000 | 21'000 | 20'802 | 20'802 | 222'001 CHF | 223'043 CHF | 100.00% | 100.00% |
14.05.2024 | 0.46% | 10.95 CHF | 11.00 CHF | 21'000 | 21'000 | 21'141 | 21'141 | 233'286 CHF | 234'344 CHF | 98.73% | 98.73% |
13.05.2024 | 0.47% | 10.60 CHF | 10.65 CHF | 21'000 | 21'000 | 20'802 | 20'802 | 222'686 CHF | 223'727 CHF | 100.00% | 100.00% |
10.05.2024 | 0.47% | 10.85 CHF | 10.90 CHF | 21'000 | 21'000 | 20'825 | 20'825 | 224'620 CHF | 225'662 CHF | 99.42% | 99.42% |
08.05.2024 | 0.45% | 11.15 CHF | 11.20 CHF | 21'000 | 21'000 | 21'433 | 21'433 | 239'348 CHF | 240'420 CHF | 99.44% | 99.44% |