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 | 0.30% | 16.78 CHF | 16.83 CHF | 4'000 | 4'000 | 3'980 | 3'980 | 66'647 CHF | 66'847 CHF | 100.00% | 100.00% |
15.05.2024 | 0.32% | 16.16 CHF | 16.21 CHF | 4'200 | 4'200 | 4'172 | 4'172 | 65'664 CHF | 65'873 CHF | 99.98% | 99.98% |
14.05.2024 | 0.31% | 15.39 CHF | 15.44 CHF | 4'000 | 4'000 | 3'983 | 3'983 | 63'147 CHF | 63'346 CHF | 99.28% | 99.28% |
13.05.2024 | 0.32% | 15.58 CHF | 15.63 CHF | 4'000 | 4'000 | 3'984 | 3'984 | 62'038 CHF | 62'237 CHF | 100.00% | 100.00% |
10.05.2024 | 0.31% | 15.95 CHF | 16.00 CHF | 4'100 | 4'100 | 4'083 | 4'083 | 66'074 CHF | 66'278 CHF | 99.99% | 99.99% |
08.05.2024 | 0.35% | 14.57 CHF | 14.62 CHF | 4'500 | 4'500 | 4'481 | 4'481 | 63'616 CHF | 63'841 CHF | 99.25% | 99.25% |
07.05.2024 | 0.30% | 13.98 CHF | 14.02 CHF | 4'900 | 4'900 | 4'879 | 4'879 | 66'046 CHF | 66'241 CHF | 97.06% | 97.06% |
06.05.2024 | 0.31% | 12.72 CHF | 12.76 CHF | 4'900 | 4'900 | 4'880 | 4'880 | 62'782 CHF | 62'977 CHF | 100.00% | 100.00% |
03.05.2024 | 0.32% | 12.57 CHF | 12.61 CHF | 5'100 | 5'100 | 5'183 | 5'183 | 64'493 CHF | 64'701 CHF | 99.90% | 99.90% |
02.05.2024 | 0.32% | 12.08 CHF | 12.12 CHF | 5'500 | 5'500 | 5'370 | 5'370 | 66'341 CHF | 66'556 CHF | 99.93% | 99.93% |