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 | 0.74% | 12.21 CHF | 12.26 CHF | 20'000 | 20'000 | 12'177 | 7'484 | 147'218 CHF | 91'138 CHF | 99.46% | 99.46% |
15.05.2024 | 0.85% | 11.76 CHF | 11.81 CHF | 20'000 | 20'000 | 12'178 | 7'485 | 130'232 CHF | 82'056 CHF | 99.25% | 99.25% |
14.05.2024 | 0.90% | 10.09 CHF | 10.14 CHF | 20'000 | 20'000 | 12'171 | 7'474 | 119'659 CHF | 74'063 CHF | 99.57% | 99.57% |
13.05.2024 | 0.89% | 9.90 CHF | 9.95 CHF | 20'000 | 20'000 | 12'182 | 7'492 | 120'108 CHF | 73'886 CHF | 99.06% | 99.06% |
10.05.2024 | 0.91% | 9.75 CHF | 9.80 CHF | 20'000 | 20'000 | 12'133 | 7'413 | 118'744 CHF | 73'337 CHF | 98.51% | 98.51% |
08.05.2024 | 0.89% | 9.98 CHF | 10.03 CHF | 20'000 | 20'000 | 12'172 | 7'476 | 121'691 CHF | 75'653 CHF | 99.51% | 99.51% |
07.05.2024 | 0.86% | 10.06 CHF | 10.11 CHF | 20'000 | 20'000 | 12'204 | 7'526 | 124'592 CHF | 76'661 CHF | 98.30% | 98.30% |
06.05.2024 | 0.91% | 10.54 CHF | 10.59 CHF | 20'000 | 20'000 | 12'193 | 7'509 | 120'496 CHF | 76'077 CHF | 98.27% | 98.27% |
03.05.2024 | 0.62% | 8.99 CHF | 9.02 CHF | 20'000 | 20'000 | 12'167 | 7'467 | 106'587 CHF | 66'712 CHF | 99.51% | 99.51% |
02.05.2024 | 0.68% | 8.10 CHF | 8.13 CHF | 30'000 | 30'000 | 11'288 | 11'288 | 88'782 CHF | 89'261 CHF | 98.11% | 98.11% |