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 |
---|---|---|---|---|---|---|---|---|---|---|---|
15.05.2024 | 0.87% | 10.87 CHF | 10.96 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 32'751 CHF | 33'037 CHF | 100.00% | 100.00% |
14.05.2024 | 0.93% | 10.79 CHF | 10.89 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 32'326 CHF | 32'629 CHF | 100.00% | 100.00% |
13.05.2024 | 0.86% | 11.09 CHF | 11.19 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 33'532 CHF | 33'820 CHF | 100.00% | 100.00% |
10.05.2024 | 0.86% | 10.71 CHF | 10.80 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 32'274 CHF | 32'552 CHF | 100.00% | 100.00% |
08.05.2024 | 0.89% | 10.15 CHF | 10.25 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 30'641 CHF | 30'916 CHF | 100.00% | 100.00% |
07.05.2024 | 0.90% | 10.10 CHF | 10.19 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 30'222 CHF | 30'494 CHF | 100.00% | 100.00% |
06.05.2024 | 0.89% | 9.97 CHF | 10.06 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 30'260 CHF | 30'530 CHF | 100.00% | 100.00% |
03.05.2024 | 0.91% | 9.84 CHF | 9.93 CHF | 3'000 | 3'000 | 3'000 | 3'000 | 29'562 CHF | 29'832 CHF | 100.00% | 100.00% |
02.05.2024 | 1.03% | 9.75 CHF | 9.85 CHF | 3'000 | 3'000 | 2'350 | 2'350 | 22'652 CHF | 22'887 CHF | 100.00% | 100.00% |
30.04.2024 | 0.92% | 11.06 CHF | 11.16 CHF | 2'000 | 2'000 | 2'000 | 2'000 | 22'296 CHF | 22'503 CHF | 100.00% | 100.00% |