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 | 0.18% | 10.96 CHF | 10.98 CHF | 7'000 | 7'000 | 6'989 | 6'989 | 76'928 CHF | 77'068 CHF | 100.00% | 100.00% |
15.05.2024 | 0.18% | 10.90 CHF | 10.92 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 75'842 CHF | 75'982 CHF | 100.00% | 100.00% |
14.05.2024 | 0.19% | 10.80 CHF | 10.82 CHF | 7'000 | 7'000 | 6'989 | 6'989 | 75'445 CHF | 75'585 CHF | 100.00% | 100.00% |
13.05.2024 | 0.19% | 10.75 CHF | 10.77 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 75'327 CHF | 75'467 CHF | 100.00% | 100.00% |
10.05.2024 | 0.18% | 10.80 CHF | 10.82 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 75'894 CHF | 76'034 CHF | 100.00% | 100.00% |
08.05.2024 | 0.18% | 10.87 CHF | 10.89 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 76'066 CHF | 76'206 CHF | 100.00% | 100.00% |
07.05.2024 | 0.18% | 11.05 CHF | 11.07 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 77'488 CHF | 77'628 CHF | 100.00% | 100.00% |
06.05.2024 | 0.18% | 11.08 CHF | 11.10 CHF | 7'000 | 7'000 | 7'000 | 7'000 | 77'351 CHF | 77'491 CHF | 100.00% | 100.00% |
03.05.2024 | 0.18% | 10.94 CHF | 10.96 CHF | 7'000 | 7'000 | 6'989 | 6'989 | 76'362 CHF | 76'502 CHF | 100.00% | 100.00% |
02.05.2024 | 0.18% | 10.94 CHF | 10.96 CHF | 7'000 | 7'000 | 6'977 | 6'977 | 76'074 CHF | 76'214 CHF | 99.93% | 99.93% |