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 | 0.08% | 13.86 CHF | 13.87 CHF | 90'000 | 90'000 | 39'312 | 39'312 | 542'515 CHF | 542'914 CHF | 96.86% | 96.86% |
15.05.2024 | 0.08% | 13.68 CHF | 13.69 CHF | 90'000 | 90'000 | 41'177 | 41'177 | 547'358 CHF | 547'772 CHF | 95.64% | 95.64% |
14.05.2024 | 0.08% | 13.03 CHF | 13.04 CHF | 100'000 | 100'000 | 42'663 | 42'663 | 552'169 CHF | 552'597 CHF | 96.25% | 96.25% |
13.05.2024 | 0.08% | 12.96 CHF | 12.97 CHF | 100'000 | 100'000 | 42'301 | 42'301 | 547'051 CHF | 547'475 CHF | 95.39% | 95.39% |
10.05.2024 | 0.08% | 12.89 CHF | 12.90 CHF | 100'000 | 100'000 | 41'597 | 41'597 | 537'386 CHF | 537'803 CHF | 95.46% | 95.46% |
08.05.2024 | 0.08% | 12.99 CHF | 13.00 CHF | 100'000 | 100'000 | 41'782 | 41'782 | 543'799 CHF | 544'218 CHF | 95.83% | 95.83% |
07.05.2024 | 0.08% | 13.00 CHF | 13.01 CHF | 100'000 | 100'000 | 41'962 | 41'962 | 547'694 CHF | 548'115 CHF | 93.58% | 93.58% |
06.05.2024 | 0.08% | 13.16 CHF | 13.17 CHF | 100'000 | 100'000 | 42'502 | 42'502 | 548'925 CHF | 549'352 CHF | 97.41% | 97.41% |
03.05.2024 | 0.08% | 12.46 CHF | 12.47 CHF | 100'000 | 100'000 | 41'602 | 41'602 | 515'361 CHF | 515'778 CHF | 94.14% | 94.14% |
02.05.2024 | 0.09% | 12.11 CHF | 12.12 CHF | 100'000 | 100'000 | 41'504 | 41'504 | 497'282 CHF | 497'699 CHF | 93.66% | 93.66% |