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 | 0.41% | 12.30 CHF | 12.35 CHF | 18'391 | 18'391 | 18'222 | 18'222 | 223'801 CHF | 224'713 CHF | 99.49% | 99.49% |
15.05.2024 | 0.43% | 12.10 CHF | 12.15 CHF | 18'509 | 18'509 | 18'615 | 18'615 | 217'415 CHF | 218'347 CHF | 99.92% | 99.92% |
14.05.2024 | 0.44% | 11.35 CHF | 11.40 CHF | 19'004 | 19'004 | 18'863 | 18'863 | 213'616 CHF | 214'560 CHF | 99.63% | 99.63% |
13.05.2024 | 0.45% | 11.10 CHF | 11.15 CHF | 19'138 | 19'138 | 18'949 | 18'949 | 210'666 CHF | 211'614 CHF | 100.00% | 100.00% |
10.05.2024 | 0.44% | 11.15 CHF | 11.20 CHF | 19'101 | 19'101 | 18'711 | 18'711 | 214'009 CHF | 214'946 CHF | 100.00% | 100.00% |
08.05.2024 | 0.49% | 10.40 CHF | 10.45 CHF | 19'617 | 19'617 | 19'541 | 19'541 | 201'123 CHF | 202'101 CHF | 100.00% | 100.00% |
07.05.2024 | 0.49% | 10.35 CHF | 10.40 CHF | 19'727 | 19'727 | 19'542 | 19'542 | 201'922 CHF | 202'900 CHF | 100.00% | 100.00% |
06.05.2024 | 0.49% | 10.25 CHF | 10.30 CHF | 19'776 | 19'776 | 19'639 | 19'639 | 200'281 CHF | 201'264 CHF | 100.00% | 100.00% |
03.05.2024 | 0.21% | 9.45 CHF | 9.47 CHF | 20'455 | 20'455 | 20'224 | 20'224 | 194'328 CHF | 194'733 CHF | 96.77% | 96.77% |
02.05.2024 | 0.21% | 9.77 CHF | 9.79 CHF | 20'126 | 20'126 | 20'113 | 20'113 | 192'362 CHF | 192'765 CHF | 99.51% | 99.51% |