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 | 0.44% | 11.35 CHF | 11.40 CHF | 10'000 | 10'000 | 9'906 | 9'906 | 113'068 CHF | 113'563 CHF | 100.00% | 100.00% |
15.05.2024 | 0.43% | 11.55 CHF | 11.60 CHF | 10'000 | 10'000 | 9'906 | 9'906 | 115'076 CHF | 115'572 CHF | 100.00% | 100.00% |
14.05.2024 | 0.44% | 11.45 CHF | 11.50 CHF | 10'000 | 10'000 | 9'939 | 9'939 | 114'016 CHF | 114'513 CHF | 99.06% | 99.06% |
13.05.2024 | 0.43% | 11.65 CHF | 11.70 CHF | 10'000 | 10'000 | 9'906 | 9'906 | 115'502 CHF | 115'998 CHF | 100.00% | 100.00% |
10.05.2024 | 0.43% | 11.85 CHF | 11.90 CHF | 10'000 | 10'000 | 9'906 | 9'906 | 116'799 CHF | 117'295 CHF | 100.00% | 100.00% |
08.05.2024 | 0.42% | 11.90 CHF | 11.95 CHF | 10'000 | 10'000 | 9'937 | 9'937 | 118'298 CHF | 118'795 CHF | 99.76% | 99.76% |
07.05.2024 | 0.42% | 12.00 CHF | 12.05 CHF | 10'000 | 10'000 | 9'886 | 9'886 | 118'741 CHF | 119'236 CHF | 99.88% | 99.88% |
06.05.2024 | 0.42% | 12.00 CHF | 12.05 CHF | 10'000 | 10'000 | 9'868 | 9'868 | 117'693 CHF | 118'187 CHF | 96.44% | 100.00% |
03.05.2024 | 0.43% | 11.90 CHF | 11.95 CHF | 10'000 | 10'000 | 9'927 | 9'927 | 116'134 CHF | 116'631 CHF | 96.92% | 96.92% |
02.05.2024 | 0.41% | 12.20 CHF | 12.25 CHF | 10'000 | 10'000 | 9'918 | 9'918 | 120'829 CHF | 121'325 CHF | 99.56% | 99.56% |