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 | 0.73% | 12.70 CHF | 12.80 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 126'827 CHF | 127'759 CHF | 64.05% | 64.05% |
15.05.2024 | 0.74% | 12.72 CHF | 12.82 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 127'173 CHF | 128'119 CHF | 47.44% | 47.44% |
14.05.2024 | 0.74% | 12.68 CHF | 12.78 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 126'803 CHF | 127'740 CHF | 95.71% | 95.71% |
13.05.2024 | 0.77% | 12.68 CHF | 12.78 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 126'682 CHF | 127'661 CHF | 84.94% | 84.94% |
10.05.2024 | 0.71% | 12.68 CHF | 12.76 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 126'995 CHF | 127'906 CHF | 96.46% | 96.46% |
08.05.2024 | 0.75% | 12.66 CHF | 12.76 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 126'794 CHF | 127'747 CHF | 57.44% | 57.44% |
07.05.2024 | 0.75% | 12.72 CHF | 12.82 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 126'875 CHF | 127'831 CHF | 55.48% | 55.48% |
06.05.2024 | 0.72% | 12.62 CHF | 12.72 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 126'223 CHF | 127'140 CHF | 90.77% | 90.77% |
03.05.2024 | 1.25% | 12.56 CHF | 12.72 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 62'791 CHF | 63'583 CHF | 83.89% | 83.89% |
02.05.2024 | 1.26% | 12.56 CHF | 12.72 CHF | 5'000 | 5'000 | 5'000 | 5'000 | 62'762 CHF | 63'556 CHF | 90.00% | 90.00% |