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 | 0.37% | 13.50 CHF | 13.55 CHF | 18'391 | 18'391 | 18'221 | 18'221 | 245'242 CHF | 246'154 CHF | 100.00% | 100.00% |
15.05.2024 | 0.39% | 13.30 CHF | 13.35 CHF | 18'509 | 18'509 | 18'617 | 18'617 | 239'395 CHF | 240'327 CHF | 99.78% | 99.78% |
14.05.2024 | 0.40% | 12.55 CHF | 12.60 CHF | 19'004 | 19'004 | 18'797 | 18'797 | 235'040 CHF | 235'981 CHF | 99.99% | 99.99% |
13.05.2024 | 0.41% | 12.30 CHF | 12.35 CHF | 19'159 | 19'159 | 18'951 | 18'951 | 233'083 CHF | 234'031 CHF | 100.00% | 100.00% |
10.05.2024 | 0.40% | 12.30 CHF | 12.35 CHF | 19'105 | 19'105 | 18'710 | 18'710 | 236'047 CHF | 236'983 CHF | 100.00% | 100.00% |
08.05.2024 | 0.44% | 11.60 CHF | 11.65 CHF | 19'619 | 19'619 | 19'542 | 19'542 | 224'202 CHF | 225'180 CHF | 100.00% | 100.00% |
07.05.2024 | 0.44% | 11.50 CHF | 11.55 CHF | 19'727 | 19'727 | 19'538 | 19'538 | 224'941 CHF | 225'919 CHF | 99.98% | 99.98% |
06.05.2024 | 0.44% | 11.45 CHF | 11.50 CHF | 19'776 | 19'776 | 19'639 | 19'639 | 223'397 CHF | 224'380 CHF | 100.00% | 100.00% |
03.05.2024 | 0.47% | 10.60 CHF | 10.65 CHF | 20'455 | 20'455 | 20'150 | 20'150 | 216'970 CHF | 217'979 CHF | 97.28% | 97.28% |
02.05.2024 | 0.47% | 10.95 CHF | 11.00 CHF | 20'139 | 20'139 | 20'113 | 20'113 | 215'895 CHF | 216'902 CHF | 99.89% | 99.89% |