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 |
---|---|---|---|---|---|---|---|---|---|---|---|
14.05.2024 | 0.29% | 10.96 CHF | 10.99 CHF | 8'400 | 8'400 | 8'431 | 8'431 | 87'270 CHF | 87'523 CHF | 99.75% | 99.75% |
13.05.2024 | 0.30% | 9.87 CHF | 9.90 CHF | 8'300 | 8'300 | 8'235 | 8'235 | 83'607 CHF | 83'854 CHF | 99.68% | 99.68% |
10.05.2024 | 0.29% | 10.10 CHF | 10.13 CHF | 8'200 | 8'200 | 8'143 | 8'143 | 83'848 CHF | 84'092 CHF | 99.99% | 99.99% |
08.05.2024 | 0.37% | 10.67 CHF | 10.71 CHF | 7'500 | 7'500 | 7'507 | 7'507 | 80'995 CHF | 81'295 CHF | 98.98% | 98.98% |
07.05.2024 | 0.28% | 10.93 CHF | 10.96 CHF | 8'900 | 8'900 | 8'968 | 8'968 | 95'349 CHF | 95'618 CHF | 99.18% | 99.18% |
06.05.2024 | 0.35% | 9.10 CHF | 9.13 CHF | 10'600 | 10'600 | 10'707 | 10'707 | 91'292 CHF | 91'613 CHF | 99.90% | 99.90% |
03.05.2024 | 0.39% | 7.47 CHF | 7.50 CHF | 11'900 | 11'900 | 11'965 | 11'965 | 90'130 CHF | 90'482 CHF | 99.12% | 99.12% |
02.05.2024 | 0.28% | 7.02 CHF | 7.04 CHF | 12'400 | 12'400 | 12'291 | 12'291 | 86'949 CHF | 87'195 CHF | 99.98% | 99.98% |
30.04.2024 | 0.43% | 6.74 CHF | 6.77 CHF | 11'800 | 11'800 | 11'738 | 11'738 | 80'933 CHF | 81'285 CHF | 99.95% | 99.95% |
29.04.2024 | 0.71% | 8.21 CHF | 8.28 CHF | 3'900 | 3'900 | 3'882 | 3'882 | 40'425 CHF | 40'697 CHF | 95.52% | 95.52% |