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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 0.52% | 7.46 CHF | 7.50 CHF | 10'500 | 10'500 | 9'978 | 9'978 | 77'128 CHF | 77'528 CHF | 99.26% | 99.26% |
22.05.2024 | 0.53% | 7.55 CHF | 7.59 CHF | 10'500 | 10'500 | 10'077 | 10'077 | 77'023 CHF | 77'427 CHF | 100.00% | 100.00% |
21.05.2024 | 0.54% | 7.73 CHF | 7.77 CHF | 10'000 | 10'000 | 10'021 | 10'021 | 75'436 CHF | 75'837 CHF | 99.69% | 99.69% |
17.05.2024 | 0.53% | 7.58 CHF | 7.62 CHF | 10'000 | 10'000 | 9'907 | 9'907 | 75'690 CHF | 76'087 CHF | 100.00% | 100.00% |
16.05.2024 | 0.59% | 7.26 CHF | 7.30 CHF | 10'500 | 10'500 | 10'401 | 10'401 | 70'902 CHF | 71'318 CHF | 100.00% | 100.00% |
15.05.2024 | 0.69% | 5.84 CHF | 5.88 CHF | 10'500 | 10'500 | 10'402 | 10'402 | 60'899 CHF | 61'315 CHF | 100.00% | 100.00% |
14.05.2024 | 0.72% | 5.78 CHF | 5.82 CHF | 10'500 | 10'500 | 10'451 | 10'451 | 57'876 CHF | 58'294 CHF | 98.90% | 98.90% |
13.05.2024 | 0.67% | 5.95 CHF | 5.99 CHF | 10'500 | 10'500 | 10'401 | 10'401 | 62'999 CHF | 63'415 CHF | 100.00% | 100.00% |
10.05.2024 | 0.65% | 6.20 CHF | 6.24 CHF | 10'500 | 10'500 | 10'395 | 10'395 | 64'127 CHF | 64'543 CHF | 93.84% | 100.00% |
08.05.2024 | 0.68% | 6.07 CHF | 6.11 CHF | 10'500 | 10'500 | 10'448 | 10'448 | 61'927 CHF | 62'345 CHF | 99.65% | 99.65% |