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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 3.19% | 11.18 CHF | 11.38 CHF | 10'000 | 10'000 | 10'000 | 3'738 | 110'064 CHF | 42'327 CHF | 99.63% | 99.63% |
16.05.2024 | 3.11% | 11.21 CHF | 11.41 CHF | 10'000 | 10'000 | 10'000 | 3'738 | 112'901 CHF | 43'269 CHF | 99.63% | 99.63% |
15.05.2024 | 3.30% | 11.15 CHF | 11.35 CHF | 10'000 | 10'000 | 10'000 | 3'738 | 106'735 CHF | 41'561 CHF | 99.60% | 99.60% |
14.05.2024 | 3.23% | 10.24 CHF | 10.44 CHF | 10'000 | 10'000 | 10'000 | 3'734 | 107'981 CHF | 40'376 CHF | 99.52% | 99.52% |
13.05.2024 | 3.08% | 11.23 CHF | 11.43 CHF | 10'000 | 10'000 | 10'000 | 3'737 | 113'994 CHF | 43'539 CHF | 99.62% | 99.62% |
10.05.2024 | 3.20% | 11.12 CHF | 11.32 CHF | 10'000 | 10'000 | 10'000 | 3'745 | 109'813 CHF | 42'488 CHF | 96.35% | 96.35% |
08.05.2024 | 3.35% | 10.51 CHF | 10.71 CHF | 10'000 | 10'000 | 10'000 | 3'737 | 104'509 CHF | 40'130 CHF | 99.63% | 99.63% |
07.05.2024 | 2.64% | 10.23 CHF | 10.38 CHF | 10'000 | 10'000 | 10'000 | 3'838 | 99'475 CHF | 39'257 CHF | 94.16% | 94.16% |
06.05.2024 | 2.85% | 9.50 CHF | 9.65 CHF | 10'000 | 10'000 | 10'000 | 3'737 | 92'752 CHF | 35'781 CHF | 99.63% | 99.63% |
03.05.2024 | 2.94% | 8.95 CHF | 9.10 CHF | 10'000 | 10'000 | 10'000 | 3'734 | 89'663 CHF | 34'258 CHF | 99.58% | 99.58% |