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 | 0,11% | 8,92 CHF | 8,93 CHF | 66 500 | 66 500 | 65 771 | 65 771 | 597 005 CHF | 597 664 CHF | 100,00% | 100,00% |
15/05/2024 | 0,11% | 9,24 CHF | 9,25 CHF | 67 500 | 67 500 | 67 247 | 67 247 | 613 334 CHF | 614 007 CHF | 99,90% | 99,90% |
14/05/2024 | 0,11% | 8,96 CHF | 8,97 CHF | 68 000 | 68 000 | 67 460 | 67 460 | 602 100 CHF | 602 775 CHF | 99,72% | 99,72% |
13/05/2024 | 0,11% | 8,99 CHF | 9,00 CHF | 67 500 | 67 500 | 66 867 | 66 867 | 599 584 CHF | 600 253 CHF | 100,00% | 100,00% |
10/05/2024 | 0,11% | 9,01 CHF | 9,02 CHF | 70 000 | 70 000 | 69 343 | 69 343 | 629 378 CHF | 630 072 CHF | 100,00% | 100,00% |
08/05/2024 | 0,12% | 8,53 CHF | 8,54 CHF | 71 500 | 71 500 | 70 915 | 70 915 | 607 107 CHF | 607 817 CHF | 100,00% | 100,00% |
07/05/2024 | 0,12% | 8,47 CHF | 8,48 CHF | 75 000 | 75 000 | 74 751 | 74 751 | 615 179 CHF | 615 927 CHF | 100,00% | 100,00% |
06/05/2024 | 0,13% | 7,98 CHF | 7,99 CHF | 78 000 | 78 000 | 77 462 | 77 462 | 612 081 CHF | 612 857 CHF | 97,20% | 97,20% |
03/05/2024 | 0,13% | 7,67 CHF | 7,68 CHF | 80 000 | 80 000 | 79 499 | 79 499 | 610 567 CHF | 611 363 CHF | 96,99% | 96,99% |
02/05/2024 | 0,13% | 7,59 CHF | 7,60 CHF | 80 000 | 80 000 | 79 242 | 79 242 | 603 340 CHF | 604 133 CHF | 99,30% | 99,30% |