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 | 1.26% | 8.80 CHF | 8.83 CHF | 150'000 | 150'000 | 122'889 | 122'424 | 1'049'550 CHF | 1'050'050 CHF | 100.00% | 100.00% |
15.05.2024 | 1.16% | 8.21 CHF | 8.24 CHF | 150'000 | 150'000 | 122'580 | 122'113 | 1'064'200 CHF | 1'064'250 CHF | 99.56% | 99.56% |
14.05.2024 | 1.19% | 8.68 CHF | 8.71 CHF | 150'000 | 150'000 | 122'641 | 122'641 | 1'055'540 CHF | 1'059'620 CHF | 99.49% | 99.49% |
13.05.2024 | 1.60% | 8.83 CHF | 8.86 CHF | 150'000 | 150'000 | 123'022 | 122'557 | 888'744 CHF | 890'062 CHF | 100.00% | 100.00% |
10.05.2024 | 1.55% | 6.21 CHF | 6.24 CHF | 150'000 | 150'000 | 123'926 | 123'523 | 802'990 CHF | 804'602 CHF | 98.28% | 98.28% |
08.05.2024 | 1.01% | 6.67 CHF | 6.70 CHF | 150'000 | 150'000 | 123'623 | 123'203 | 762'970 CHF | 764'114 CHF | 98.28% | 98.28% |
07.05.2024 | 0.70% | 6.76 CHF | 6.78 CHF | 150'000 | 150'000 | 122'938 | 122'473 | 968'760 CHF | 967'470 CHF | 100.00% | 100.00% |
06.05.2024 | 1.02% | 8.22 CHF | 8.24 CHF | 150'000 | 150'000 | 83'042 | 82'739 | 665'626 CHF | 665'562 CHF | 97.41% | 97.41% |
03.05.2024 | 0.61% | 8.18 CHF | 8.20 CHF | 150'000 | 150'000 | 125'878 | 125'582 | 1'073'970 CHF | 1'074'070 CHF | 97.53% | 97.53% |
02.05.2024 | 0.70% | 7.69 CHF | 7.71 CHF | 150'000 | 150'000 | 124'957 | 124'605 | 1'008'300 CHF | 1'008'280 CHF | 98.09% | 98.09% |