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 | 0.34% | 14.65 CHF | 14.70 CHF | 18'391 | 18'391 | 18'222 | 18'222 | 266'834 CHF | 267'746 CHF | 100.00% | 100.00% |
15.05.2024 | 0.36% | 14.45 CHF | 14.50 CHF | 18'515 | 18'515 | 18'616 | 18'616 | 261'495 CHF | 262'427 CHF | 99.91% | 99.91% |
14.05.2024 | 0.37% | 13.75 CHF | 13.80 CHF | 19'004 | 19'004 | 18'796 | 18'796 | 257'420 CHF | 258'361 CHF | 99.64% | 99.64% |
13.05.2024 | 0.37% | 13.50 CHF | 13.55 CHF | 19'155 | 19'155 | 18'952 | 18'952 | 255'627 CHF | 256'576 CHF | 100.00% | 100.00% |
10.05.2024 | 0.37% | 13.50 CHF | 13.55 CHF | 19'113 | 19'113 | 18'709 | 18'709 | 258'303 CHF | 259'239 CHF | 100.00% | 100.00% |
08.05.2024 | 0.40% | 12.80 CHF | 12.85 CHF | 19'619 | 19'619 | 19'541 | 19'541 | 247'452 CHF | 248'430 CHF | 100.00% | 100.00% |
07.05.2024 | 0.40% | 12.70 CHF | 12.75 CHF | 19'727 | 19'727 | 19'540 | 19'540 | 248'096 CHF | 249'074 CHF | 100.00% | 100.00% |
06.05.2024 | 0.40% | 12.65 CHF | 12.70 CHF | 19'776 | 19'776 | 19'640 | 19'640 | 246'682 CHF | 247'665 CHF | 100.00% | 100.00% |
03.05.2024 | 0.42% | 11.80 CHF | 11.85 CHF | 20'455 | 20'455 | 20'154 | 20'154 | 240'922 CHF | 241'930 CHF | 98.02% | 98.02% |
02.05.2024 | 0.42% | 12.15 CHF | 12.20 CHF | 20'136 | 20'136 | 20'112 | 20'112 | 239'866 CHF | 240'873 CHF | 99.95% | 99.95% |