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 | 0.25% | 8.41 CHF | 8.43 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 173'494 CHF | 173'934 CHF | 100.00% | 100.00% |
14.05.2024 | 0.25% | 8.62 CHF | 8.64 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 170'807 CHF | 171'237 CHF | 100.00% | 100.00% |
13.05.2024 | 0.25% | 8.62 CHF | 8.64 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 170'617 CHF | 171'042 CHF | 100.00% | 100.00% |
10.05.2024 | 0.26% | 8.56 CHF | 8.58 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 173'590 CHF | 174'039 CHF | 100.00% | 100.00% |
08.05.2024 | 0.27% | 9.01 CHF | 9.04 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 139'521 CHF | 139'899 CHF | 100.00% | 100.00% |
07.05.2024 | 0.26% | 9.80 CHF | 9.83 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 150'149 CHF | 150'539 CHF | 100.00% | 100.00% |
06.05.2024 | 0.26% | 10.06 CHF | 10.08 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 145'008 CHF | 145'391 CHF | 100.00% | 100.00% |
03.05.2024 | 0.26% | 9.90 CHF | 9.93 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 146'850 CHF | 147'230 CHF | 100.00% | 100.00% |
02.05.2024 | 0.25% | 9.95 CHF | 9.97 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 148'523 CHF | 148'895 CHF | 100.00% | 100.00% |
30.04.2024 | 0.26% | 9.69 CHF | 9.72 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 143'105 CHF | 143'481 CHF | 100.00% | 100.00% |