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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.13% | 8.08 CHF | 8.09 CHF | 50'000 | 50'000 | 30'437 | 30'437 | 248'437 CHF | 248'767 CHF | 99.49% | 99.49% |
14.05.2024 | 0.13% | 8.13 CHF | 8.14 CHF | 50'000 | 50'000 | 30'476 | 30'476 | 248'416 CHF | 248'746 CHF | 98.84% | 98.84% |
13.05.2024 | 0.13% | 8.23 CHF | 8.24 CHF | 50'000 | 50'000 | 30'431 | 30'431 | 253'168 CHF | 253'498 CHF | 99.66% | 99.66% |
10.05.2024 | 0.13% | 8.34 CHF | 8.35 CHF | 50'000 | 50'000 | 30'332 | 30'332 | 257'976 CHF | 258'305 CHF | 98.53% | 98.53% |
08.05.2024 | 0.13% | 8.38 CHF | 8.39 CHF | 50'000 | 50'000 | 30'430 | 30'430 | 255'261 CHF | 255'592 CHF | 99.65% | 99.65% |
07.05.2024 | 0.13% | 8.49 CHF | 8.50 CHF | 50'000 | 50'000 | 30'429 | 30'429 | 256'038 CHF | 256'368 CHF | 99.65% | 99.65% |
06.05.2024 | 0.13% | 8.27 CHF | 8.28 CHF | 50'000 | 50'000 | 30'430 | 30'430 | 249'402 CHF | 249'732 CHF | 99.65% | 99.65% |
03.05.2024 | 0.47% | 8.19 CHF | 8.20 CHF | 50'000 | 50'000 | 6'672 | 6'672 | 54'767 CHF | 54'917 CHF | 99.10% | 99.10% |
02.05.2024 | 0.14% | 7.94 CHF | 7.95 CHF | 50'000 | 50'000 | 30'399 | 30'399 | 238'693 CHF | 239'023 CHF | 99.50% | 99.50% |
30.04.2024 | 0.14% | 7.72 CHF | 7.73 CHF | 50'000 | 50'000 | 30'425 | 30'425 | 240'654 CHF | 240'985 CHF | 99.61% | 99.61% |