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 | 0.13% | 8.01 CHF | 8.02 CHF | 135'000 | 135'000 | 46'864 | 46'864 | 375'176 CHF | 375'646 CHF | 100.00% | 100.00% |
15.05.2024 | 0.13% | 8.01 CHF | 8.02 CHF | 135'000 | 135'000 | 46'899 | 46'899 | 376'649 CHF | 377'119 CHF | 99.99% | 99.99% |
14.05.2024 | 0.13% | 8.05 CHF | 8.06 CHF | 135'000 | 135'000 | 47'079 | 47'079 | 379'432 CHF | 379'904 CHF | 100.00% | 100.00% |
13.05.2024 | 0.13% | 7.96 CHF | 7.97 CHF | 135'000 | 135'000 | 47'119 | 47'119 | 373'879 CHF | 374'351 CHF | 100.00% | 100.00% |
10.05.2024 | 0.13% | 7.91 CHF | 7.92 CHF | 135'000 | 135'000 | 46'480 | 46'480 | 372'846 CHF | 373'312 CHF | 99.99% | 99.99% |
08.05.2024 | 0.13% | 8.05 CHF | 8.06 CHF | 135'000 | 135'000 | 45'811 | 45'811 | 363'871 CHF | 364'330 CHF | 98.98% | 98.98% |
07.05.2024 | 0.13% | 7.82 CHF | 7.83 CHF | 135'000 | 135'000 | 48'406 | 48'406 | 372'832 CHF | 373'317 CHF | 99.60% | 99.60% |
06.05.2024 | 0.14% | 7.58 CHF | 7.59 CHF | 140'000 | 140'000 | 49'263 | 49'263 | 367'324 CHF | 367'817 CHF | 100.00% | 100.00% |
03.05.2024 | 0.14% | 7.27 CHF | 7.28 CHF | 145'000 | 145'000 | 49'882 | 49'882 | 359'656 CHF | 360'155 CHF | 99.96% | 99.96% |
02.05.2024 | 0.15% | 7.12 CHF | 7.13 CHF | 145'000 | 145'000 | 51'098 | 51'098 | 359'022 CHF | 359'533 CHF | 99.98% | 99.98% |