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 | 0.27% | 7.32 CHF | 7.34 CHF | 73'600 | 73'600 | 70'236 | 70'236 | 512'890 CHF | 514'296 CHF | 99.99% | 99.99% |
15.05.2024 | 0.26% | 7.34 CHF | 7.36 CHF | 68'100 | 68'100 | 65'348 | 65'348 | 507'761 CHF | 509'071 CHF | 99.83% | 99.83% |
14.05.2024 | 0.24% | 7.98 CHF | 8.00 CHF | 63'800 | 63'800 | 63'494 | 63'494 | 531'974 CHF | 533'244 CHF | 99.95% | 99.95% |
13.05.2024 | 0.23% | 8.47 CHF | 8.49 CHF | 63'400 | 63'400 | 62'620 | 62'620 | 533'034 CHF | 534'287 CHF | 100.00% | 100.00% |
10.05.2024 | 0.23% | 8.86 CHF | 8.88 CHF | 62'100 | 62'100 | 58'445 | 58'445 | 507'452 CHF | 508'621 CHF | 100.00% | 100.00% |
08.05.2024 | 0.22% | 9.27 CHF | 9.29 CHF | 57'900 | 57'900 | 59'344 | 59'344 | 549'420 CHF | 550'607 CHF | 98.95% | 98.95% |
07.05.2024 | 0.23% | 8.71 CHF | 8.73 CHF | 60'400 | 60'400 | 60'812 | 60'812 | 539'727 CHF | 540'943 CHF | 99.34% | 99.34% |
06.05.2024 | 0.23% | 8.74 CHF | 8.76 CHF | 61'200 | 61'200 | 59'286 | 59'286 | 518'587 CHF | 519'772 CHF | 100.00% | 100.00% |
03.05.2024 | 0.22% | 8.83 CHF | 8.85 CHF | 58'000 | 58'000 | 55'042 | 55'042 | 500'350 CHF | 501'451 CHF | 99.82% | 99.82% |
02.05.2024 | 0.20% | 10.27 CHF | 10.29 CHF | 53'100 | 53'100 | 51'244 | 51'244 | 520'240 CHF | 521'264 CHF | 99.98% | 99.98% |