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 | 0.62% | 8.68 CHF | 8.73 CHF | 6'000 | 6'000 | 6'000 | 6'000 | 55'184 CHF | 55'525 CHF | 99.56% | 99.56% |
15.05.2024 | 0.53% | 9.84 CHF | 9.90 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 69'340 CHF | 69'705 CHF | 99.51% | 99.51% |
14.05.2024 | 0.55% | 9.30 CHF | 9.35 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 64'986 CHF | 65'348 CHF | 99.59% | 99.59% |
13.05.2024 | 0.55% | 9.29 CHF | 9.34 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 64'359 CHF | 64'716 CHF | 99.52% | 99.52% |
10.05.2024 | 0.53% | 9.25 CHF | 9.30 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 66'298 CHF | 66'648 CHF | 99.54% | 99.54% |
08.05.2024 | 0.57% | 8.30 CHF | 8.35 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 66'694 CHF | 67'074 CHF | 99.53% | 99.53% |
07.05.2024 | 0.57% | 8.52 CHF | 8.56 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 67'262 CHF | 67'643 CHF | 99.52% | 99.52% |
06.05.2024 | 0.54% | 8.66 CHF | 8.70 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 68'810 CHF | 69'183 CHF | 99.50% | 99.50% |
03.05.2024 | 0.56% | 8.38 CHF | 8.42 CHF | 8'000 | 8'000 | 8'000 | 8'000 | 68'227 CHF | 68'609 CHF | 99.61% | 99.61% |
02.05.2024 | 0.52% | 8.56 CHF | 8.61 CHF | 8'000 | 8'000 | 7'352 | 7'352 | 63'129 CHF | 63'456 CHF | 99.50% | 99.50% |