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 | 0.91% | 15.80 CHF | 15.83 CHF | 8'300 | 8'300 | 3'713 | 3'713 | 59'230 CHF | 59'616 CHF | 99.58% | 99.58% |
15.05.2024 | 0.92% | 15.71 CHF | 15.74 CHF | 8'700 | 8'700 | 3'911 | 3'911 | 59'658 CHF | 60'044 CHF | 97.64% | 97.64% |
14.05.2024 | 0.94% | 14.43 CHF | 14.46 CHF | 8'500 | 8'500 | 3'829 | 3'829 | 57'339 CHF | 57'741 CHF | 98.01% | 98.01% |
13.05.2024 | 0.90% | 15.82 CHF | 15.85 CHF | 8'300 | 8'300 | 3'641 | 3'641 | 58'450 CHF | 58'822 CHF | 99.44% | 99.44% |
10.05.2024 | 0.90% | 15.66 CHF | 15.69 CHF | 8'600 | 8'600 | 3'890 | 3'890 | 60'659 CHF | 61'052 CHF | 99.99% | 99.99% |
08.05.2024 | 0.93% | 14.82 CHF | 14.85 CHF | 8'800 | 8'800 | 3'900 | 3'900 | 57'642 CHF | 58'029 CHF | 98.22% | 98.22% |
07.05.2024 | 0.91% | 14.40 CHF | 14.42 CHF | 9'300 | 9'300 | 4'212 | 4'212 | 59'361 CHF | 59'733 CHF | 98.15% | 98.15% |
06.05.2024 | 0.91% | 13.37 CHF | 13.39 CHF | 9'800 | 9'800 | 4'532 | 4'532 | 59'681 CHF | 60'065 CHF | 99.31% | 99.31% |
03.05.2024 | 0.90% | 12.60 CHF | 12.62 CHF | 10'300 | 10'300 | 4'652 | 4'652 | 58'829 CHF | 59'203 CHF | 97.59% | 97.59% |
02.05.2024 | 0.88% | 12.77 CHF | 12.79 CHF | 10'400 | 10'400 | 4'564 | 4'564 | 58'408 CHF | 58'771 CHF | 99.99% | 99.99% |