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 | 0.20% | 10.25 CHF | 10.27 CHF | 58'600 | 58'600 | 58'788 | 58'788 | 596'980 CHF | 598'157 CHF | 100.00% | 100.00% |
15.05.2024 | 0.20% | 10.19 CHF | 10.21 CHF | 59'000 | 59'000 | 58'849 | 58'849 | 594'922 CHF | 596'102 CHF | 100.00% | 100.00% |
14.05.2024 | 0.20% | 10.12 CHF | 10.14 CHF | 59'100 | 59'100 | 59'397 | 59'397 | 598'094 CHF | 599'283 CHF | 99.99% | 99.99% |
13.05.2024 | 0.20% | 10.03 CHF | 10.05 CHF | 59'600 | 59'600 | 59'600 | 59'600 | 594'119 CHF | 595'311 CHF | 100.00% | 100.00% |
10.05.2024 | 0.14% | 9.90 CHF | 9.92 CHF | 59'600 | 59'600 | 59'901 | 59'901 | 595'087 CHF | 595'923 CHF | 100.00% | 100.00% |
08.05.2024 | 0.20% | 9.89 CHF | 9.91 CHF | 59'900 | 59'900 | 59'899 | 59'899 | 592'229 CHF | 593'427 CHF | 99.16% | 99.16% |
07.05.2024 | 0.14% | 9.92 CHF | 9.94 CHF | 59'900 | 59'900 | 60'132 | 60'132 | 595'563 CHF | 596'405 CHF | 99.69% | 99.69% |
06.05.2024 | 0.10% | 9.86 CHF | 9.87 CHF | 60'300 | 60'300 | 60'420 | 60'420 | 593'158 CHF | 593'762 CHF | 100.00% | 100.00% |
03.05.2024 | 0.10% | 9.75 CHF | 9.76 CHF | 60'500 | 60'500 | 60'317 | 60'317 | 590'361 CHF | 590'964 CHF | 98.78% | 98.78% |
02.05.2024 | 0.16% | 9.88 CHF | 9.89 CHF | 60'200 | 60'200 | 59'358 | 59'358 | 585'194 CHF | 586'141 CHF | 99.97% | 99.97% |