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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 0.25% | 9.85 CHF | 9.87 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 94'583 CHF | 94'825 CHF | 99.15% | 99.15% |
22.05.2024 | 0.28% | 9.13 CHF | 9.15 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 94'540 CHF | 94'807 CHF | 99.42% | 99.54% |
21.05.2024 | 0.27% | 9.14 CHF | 9.16 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 92'681 CHF | 92'933 CHF | 99.52% | 99.52% |
17.05.2024 | 0.29% | 8.77 CHF | 8.79 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 86'181 CHF | 86'435 CHF | 98.95% | 98.95% |
16.05.2024 | 0.27% | 8.79 CHF | 8.81 CHF | 10'000 | 10'000 | 9'965 | 9'965 | 83'431 CHF | 83'657 CHF | 99.59% | 99.59% |
15.05.2024 | 0.20% | 8.01 CHF | 8.03 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 81'808 CHF | 81'970 CHF | 99.52% | 99.52% |
14.05.2024 | 0.20% | 8.03 CHF | 8.05 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 74'870 CHF | 75'022 CHF | 99.58% | 99.58% |
13.05.2024 | 0.20% | 7.73 CHF | 7.74 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 78'772 CHF | 78'934 CHF | 99.58% | 99.58% |
10.05.2024 | 0.21% | 8.25 CHF | 8.27 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 81'462 CHF | 81'630 CHF | 99.53% | 99.53% |
08.05.2024 | 0.20% | 8.86 CHF | 8.88 CHF | 10'000 | 10'000 | 10'000 | 10'000 | 88'725 CHF | 88'900 CHF | 99.55% | 99.55% |