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 | 0.13% | 7.91 CHF | 7.92 CHF | 130'000 | 130'000 | 45'141 | 45'141 | 357'187 CHF | 357'640 CHF | 99.99% | 99.99% |
22.05.2024 | 0.13% | 8.00 CHF | 8.01 CHF | 125'000 | 125'000 | 43'772 | 43'772 | 352'253 CHF | 352'691 CHF | 100.00% | 100.00% |
21.05.2024 | 0.13% | 8.01 CHF | 8.02 CHF | 130'000 | 130'000 | 45'296 | 45'296 | 359'219 CHF | 359'673 CHF | 99.34% | 99.34% |
17.05.2024 | 0.14% | 7.51 CHF | 7.52 CHF | 135'000 | 135'000 | 46'186 | 46'186 | 345'258 CHF | 345'720 CHF | 100.00% | 100.00% |
16.05.2024 | 0.14% | 7.41 CHF | 7.42 CHF | 135'000 | 135'000 | 46'866 | 46'866 | 347'001 CHF | 347'471 CHF | 100.00% | 100.00% |
15.05.2024 | 0.14% | 7.41 CHF | 7.42 CHF | 135'000 | 135'000 | 46'897 | 46'897 | 348'376 CHF | 348'846 CHF | 99.99% | 99.99% |
14.05.2024 | 0.14% | 7.45 CHF | 7.46 CHF | 135'000 | 135'000 | 47'080 | 47'080 | 351'065 CHF | 351'537 CHF | 100.00% | 100.00% |
13.05.2024 | 0.14% | 7.35 CHF | 7.36 CHF | 135'000 | 135'000 | 47'119 | 47'119 | 345'498 CHF | 345'969 CHF | 100.00% | 100.00% |
10.05.2024 | 0.14% | 7.31 CHF | 7.32 CHF | 135'000 | 135'000 | 46'489 | 46'489 | 344'892 CHF | 345'358 CHF | 100.00% | 100.00% |
08.05.2024 | 0.14% | 7.45 CHF | 7.46 CHF | 135'000 | 135'000 | 45'809 | 45'809 | 336'197 CHF | 336'656 CHF | 98.98% | 98.98% |