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 | 0.42% | 11.95 CHF | 12.00 CHF | 18'391 | 18'391 | 18'221 | 18'221 | 217'206 CHF | 218'118 CHF | 100.00% | 100.00% |
15.05.2024 | 0.45% | 11.75 CHF | 11.80 CHF | 18'509 | 18'509 | 18'618 | 18'618 | 210'703 CHF | 211'635 CHF | 99.81% | 99.81% |
14.05.2024 | 0.46% | 11.00 CHF | 11.05 CHF | 19'004 | 19'004 | 18'806 | 18'806 | 206'102 CHF | 207'043 CHF | 100.00% | 100.00% |
13.05.2024 | 0.47% | 10.75 CHF | 10.80 CHF | 19'159 | 19'159 | 18'951 | 18'951 | 203'823 CHF | 204'772 CHF | 100.00% | 100.00% |
10.05.2024 | 0.46% | 10.75 CHF | 10.80 CHF | 19'105 | 19'105 | 18'710 | 18'710 | 207'174 CHF | 208'111 CHF | 100.00% | 100.00% |
08.05.2024 | 0.36% | 10.05 CHF | 10.10 CHF | 19'619 | 19'619 | 19'541 | 19'541 | 194'142 CHF | 194'829 CHF | 100.00% | 100.00% |
07.05.2024 | 0.37% | 9.97 CHF | 10.00 CHF | 19'727 | 19'727 | 19'539 | 19'539 | 194'948 CHF | 195'666 CHF | 100.00% | 100.00% |
06.05.2024 | 0.31% | 9.92 CHF | 9.95 CHF | 19'782 | 19'782 | 19'639 | 19'639 | 193'381 CHF | 193'985 CHF | 99.76% | 99.76% |
03.05.2024 | 0.33% | 9.08 CHF | 9.11 CHF | 20'455 | 20'455 | 20'212 | 20'212 | 186'755 CHF | 187'362 CHF | 96.13% | 96.13% |
02.05.2024 | 0.33% | 9.40 CHF | 9.43 CHF | 20'127 | 20'127 | 20'114 | 20'114 | 184'969 CHF | 185'573 CHF | 99.58% | 99.58% |