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 | 0.26% | 9.66 CHF | 9.68 CHF | 45'000 | 45'000 | 33'995 | 33'995 | 327'815 CHF | 328'604 CHF | 100.00% | 100.00% |
13.05.2024 | 0.21% | 9.65 CHF | 9.67 CHF | 45'000 | 45'000 | 44'917 | 44'917 | 432'373 CHF | 433'272 CHF | 100.00% | 100.00% |
10.05.2024 | 0.21% | 9.53 CHF | 9.55 CHF | 42'500 | 42'500 | 42'422 | 42'422 | 405'539 CHF | 406'388 CHF | 99.73% | 99.73% |
08.05.2024 | 0.21% | 9.34 CHF | 9.36 CHF | 45'000 | 45'000 | 44'637 | 44'637 | 418'956 CHF | 419'852 CHF | 93.26% | 93.26% |
07.05.2024 | 0.87% | 9.59 CHF | 9.61 CHF | 45'000 | 45'000 | 44'874 | 44'874 | 430'141 CHF | 433'884 CHF | 99.44% | 99.44% |
06.05.2024 | 0.96% | 9.46 CHF | 9.55 CHF | 45'000 | 45'000 | 44'918 | 44'918 | 420'990 CHF | 425'034 CHF | 100.00% | 100.00% |
03.05.2024 | 1.04% | 9.14 CHF | 9.23 CHF | 45'000 | 45'000 | 39'544 | 39'544 | 349'522 CHF | 353'118 CHF | 99.94% | 99.94% |
02.05.2024 | 1.04% | 8.66 CHF | 8.75 CHF | 45'000 | 45'000 | 44'915 | 44'915 | 388'592 CHF | 392'635 CHF | 99.22% | 99.22% |
30.04.2024 | 0.98% | 9.04 CHF | 9.13 CHF | 45'000 | 45'000 | 44'918 | 44'918 | 412'675 CHF | 416'718 CHF | 99.99% | 99.99% |
29.04.2024 | 0.98% | 9.19 CHF | 9.28 CHF | 45'000 | 45'000 | 44'908 | 44'908 | 411'992 CHF | 416'035 CHF | 99.75% | 99.75% |