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 | 0.07% | 15.18 CHF | 15.19 CHF | 82'000 | 82'000 | 81'938 | 81'938 | 1'249'330 CHF | 1'250'150 CHF | 100.00% | 100.00% |
15.05.2024 | 0.07% | 14.87 CHF | 14.88 CHF | 86'000 | 86'000 | 85'777 | 85'777 | 1'239'230 CHF | 1'240'090 CHF | 99.89% | 99.89% |
14.05.2024 | 0.07% | 14.08 CHF | 14.09 CHF | 86'600 | 86'600 | 86'600 | 86'600 | 1'195'580 CHF | 1'196'450 CHF | 99.25% | 99.25% |
13.05.2024 | 0.07% | 13.81 CHF | 13.82 CHF | 87'500 | 87'500 | 87'500 | 87'500 | 1'208'630 CHF | 1'209'500 CHF | 100.00% | 100.00% |
10.05.2024 | 0.07% | 13.70 CHF | 13.71 CHF | 93'300 | 93'300 | 93'300 | 93'300 | 1'265'850 CHF | 1'266'780 CHF | 100.00% | 100.00% |
08.05.2024 | 0.08% | 12.67 CHF | 12.68 CHF | 96'800 | 96'800 | 96'800 | 96'800 | 1'218'500 CHF | 1'219'460 CHF | 99.77% | 99.77% |
07.05.2024 | 0.08% | 12.25 CHF | 12.26 CHF | 104'600 | 104'600 | 104'580 | 104'580 | 1'244'460 CHF | 1'245'510 CHF | 96.09% | 96.09% |
06.05.2024 | 0.09% | 11.10 CHF | 11.11 CHF | 107'000 | 107'000 | 107'000 | 107'000 | 1'196'720 CHF | 1'197'790 CHF | 100.00% | 100.00% |
03.05.2024 | 0.09% | 10.76 CHF | 10.77 CHF | 110'000 | 110'000 | 110'000 | 110'000 | 1'181'040 CHF | 1'182'140 CHF | 99.88% | 99.88% |
02.05.2024 | 0.09% | 10.38 CHF | 10.39 CHF | 107'400 | 107'400 | 107'400 | 107'400 | 1'142'960 CHF | 1'144'030 CHF | 99.55% | 99.55% |