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 |
---|---|---|---|---|---|---|---|---|---|---|---|
22.05.2024 | 1.40% | 7.11 CHF | 7.21 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 142'201 CHF | 144'201 CHF | 97.32% | 97.32% |
21.05.2024 | 1.34% | 7.44 CHF | 7.54 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 148'460 CHF | 150'460 CHF | 99.47% | 99.47% |
17.05.2024 | 1.22% | 8.18 CHF | 8.28 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 163'477 CHF | 165'477 CHF | 98.35% | 98.35% |
16.05.2024 | 1.21% | 8.14 CHF | 8.24 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 163'938 CHF | 165'938 CHF | 99.53% | 99.53% |
15.05.2024 | 1.12% | 8.65 CHF | 8.75 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 177'009 CHF | 179'009 CHF | 99.51% | 99.51% |
14.05.2024 | 1.16% | 8.72 CHF | 8.82 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 171'907 CHF | 173'907 CHF | 98.28% | 98.28% |
13.05.2024 | 1.24% | 8.23 CHF | 8.33 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 159'931 CHF | 161'931 CHF | 99.53% | 99.53% |
10.05.2024 | 1.23% | 8.17 CHF | 8.27 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 161'583 CHF | 163'583 CHF | 98.20% | 98.20% |
08.05.2024 | 1.19% | 8.14 CHF | 8.24 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 167'430 CHF | 169'430 CHF | 97.51% | 97.51% |
07.05.2024 | 1.15% | 8.83 CHF | 8.93 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 172'821 CHF | 174'821 CHF | 97.83% | 97.83% |