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 | 0.32% | 15.79 CHF | 15.84 CHF | 12'300 | 12'300 | 12'248 | 12'248 | 193'656 CHF | 194'269 CHF | 100.00% | 100.00% |
15.05.2024 | 0.33% | 15.75 CHF | 15.80 CHF | 12'700 | 12'700 | 12'686 | 12'686 | 193'573 CHF | 194'209 CHF | 99.99% | 99.99% |
14.05.2024 | 0.32% | 15.35 CHF | 15.40 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 193'851 CHF | 194'476 CHF | 98.49% | 98.49% |
13.05.2024 | 0.32% | 15.36 CHF | 15.41 CHF | 12'500 | 12'500 | 12'500 | 12'500 | 193'955 CHF | 194'580 CHF | 100.00% | 100.00% |
10.05.2024 | 0.33% | 15.52 CHF | 15.57 CHF | 12'800 | 12'800 | 12'831 | 12'831 | 196'291 CHF | 196'933 CHF | 100.00% | 100.00% |
08.05.2024 | 0.35% | 14.80 CHF | 14.85 CHF | 13'800 | 13'800 | 13'937 | 13'937 | 200'426 CHF | 201'123 CHF | 99.24% | 99.24% |
07.05.2024 | 0.30% | 13.69 CHF | 13.73 CHF | 14'600 | 14'600 | 14'599 | 14'599 | 195'726 CHF | 196'310 CHF | 95.30% | 95.30% |
06.05.2024 | 0.29% | 13.33 CHF | 13.37 CHF | 14'400 | 14'400 | 14'241 | 14'241 | 197'696 CHF | 198'265 CHF | 100.00% | 100.00% |
03.05.2024 | 0.29% | 13.56 CHF | 13.60 CHF | 14'300 | 14'300 | 14'266 | 14'266 | 195'591 CHF | 196'162 CHF | 99.89% | 99.89% |
02.05.2024 | 0.35% | 13.52 CHF | 13.56 CHF | 14'100 | 14'100 | 14'099 | 14'099 | 191'188 CHF | 191'849 CHF | 99.98% | 99.98% |