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 | 0.28% | 18.05 CHF | 18.10 CHF | 5'000 | 5'000 | 4'953 | 4'953 | 89'146 CHF | 89'394 CHF | 100.00% | 100.00% |
15.05.2024 | 0.29% | 17.80 CHF | 17.85 CHF | 5'000 | 5'000 | 4'953 | 4'953 | 86'929 CHF | 87'177 CHF | 100.00% | 100.00% |
14.05.2024 | 0.29% | 17.40 CHF | 17.45 CHF | 5'000 | 5'000 | 4'969 | 4'969 | 86'106 CHF | 86'355 CHF | 99.55% | 99.55% |
13.05.2024 | 0.29% | 17.35 CHF | 17.40 CHF | 5'000 | 5'000 | 4'953 | 4'953 | 85'732 CHF | 85'980 CHF | 100.00% | 100.00% |
10.05.2024 | 0.29% | 17.20 CHF | 17.25 CHF | 5'000 | 5'000 | 4'960 | 4'960 | 85'677 CHF | 85'926 CHF | 99.38% | 99.38% |
08.05.2024 | 0.29% | 17.15 CHF | 17.20 CHF | 5'000 | 5'000 | 4'968 | 4'968 | 85'043 CHF | 85'292 CHF | 99.71% | 99.71% |
07.05.2024 | 0.30% | 17.20 CHF | 17.25 CHF | 5'000 | 5'000 | 4'950 | 4'950 | 84'683 CHF | 84'931 CHF | 99.75% | 99.75% |
06.05.2024 | 0.30% | 16.90 CHF | 16.95 CHF | 5'000 | 5'000 | 4'947 | 4'947 | 83'267 CHF | 83'515 CHF | 98.45% | 98.45% |
03.05.2024 | 0.31% | 16.55 CHF | 16.60 CHF | 5'000 | 5'000 | 4'978 | 4'978 | 81'837 CHF | 82'086 CHF | 97.84% | 97.84% |
02.05.2024 | 0.31% | 16.10 CHF | 16.15 CHF | 5'000 | 5'000 | 4'969 | 4'969 | 79'931 CHF | 80'180 CHF | 99.49% | 99.49% |