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 | 0.54% | 11.41 CHF | 11.47 CHF | 7'000 | 7'000 | 6'947 | 6'947 | 81'649 CHF | 82'088 CHF | 100.00% | 100.00% |
15.05.2024 | 0.48% | 12.50 CHF | 12.57 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 86'909 CHF | 87'327 CHF | 100.00% | 100.00% |
14.05.2024 | 0.47% | 12.64 CHF | 12.70 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 84'736 CHF | 85'137 CHF | 100.00% | 100.00% |
13.05.2024 | 0.46% | 11.83 CHF | 11.89 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 93'976 CHF | 94'411 CHF | 100.00% | 100.00% |
10.05.2024 | 0.44% | 11.35 CHF | 11.40 CHF | 9'000 | 9'000 | 9'000 | 9'000 | 98'136 CHF | 98'567 CHF | 100.00% | 100.00% |
08.05.2024 | 0.46% | 9.84 CHF | 9.89 CHF | 9'000 | 9'000 | 9'000 | 9'000 | 88'466 CHF | 88'872 CHF | 100.00% | 100.00% |
07.05.2024 | 0.45% | 9.22 CHF | 9.26 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 88'042 CHF | 88'439 CHF | 100.00% | 100.00% |
06.05.2024 | 0.47% | 7.99 CHF | 8.03 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 82'900 CHF | 83'295 CHF | 100.00% | 100.00% |
03.05.2024 | 0.50% | 7.92 CHF | 7.96 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 83'704 CHF | 84'127 CHF | 100.00% | 100.00% |
02.05.2024 | 0.49% | 8.64 CHF | 8.68 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 87'631 CHF | 88'062 CHF | 100.00% | 100.00% |