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 | 0.36% | 14.10 CHF | 14.15 CHF | 18'391 | 18'391 | 18'222 | 18'222 | 256'051 CHF | 256'963 CHF | 100.00% | 100.00% |
15.05.2024 | 0.37% | 13.90 CHF | 13.95 CHF | 18'509 | 18'509 | 18'613 | 18'613 | 250'416 CHF | 251'348 CHF | 99.95% | 99.95% |
14.05.2024 | 0.39% | 13.15 CHF | 13.20 CHF | 19'004 | 19'004 | 18'796 | 18'796 | 246'223 CHF | 247'164 CHF | 100.00% | 100.00% |
13.05.2024 | 0.39% | 12.90 CHF | 12.95 CHF | 19'159 | 19'159 | 18'952 | 18'952 | 244'381 CHF | 245'329 CHF | 100.00% | 100.00% |
10.05.2024 | 0.38% | 12.90 CHF | 12.95 CHF | 19'120 | 19'120 | 18'710 | 18'710 | 247'228 CHF | 248'165 CHF | 100.00% | 100.00% |
08.05.2024 | 0.42% | 12.20 CHF | 12.25 CHF | 19'619 | 19'619 | 19'541 | 19'541 | 235'858 CHF | 236'836 CHF | 100.00% | 100.00% |
07.05.2024 | 0.42% | 12.10 CHF | 12.15 CHF | 19'727 | 19'727 | 19'540 | 19'540 | 236'552 CHF | 237'530 CHF | 100.00% | 100.00% |
06.05.2024 | 0.42% | 12.05 CHF | 12.10 CHF | 19'776 | 19'776 | 19'636 | 19'636 | 235'011 CHF | 235'994 CHF | 99.68% | 99.68% |
03.05.2024 | 0.44% | 11.20 CHF | 11.25 CHF | 20'455 | 20'455 | 20'153 | 20'153 | 229'003 CHF | 230'011 CHF | 97.49% | 97.49% |
02.05.2024 | 0.44% | 11.55 CHF | 11.60 CHF | 20'137 | 20'137 | 20'154 | 20'154 | 228'364 CHF | 229'373 CHF | 99.69% | 99.69% |