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 | 0.19% | 16.08 CHF | 16.09 CHF | 100'000 | 100'000 | 84'236 | 84'236 | 1'352'400 CHF | 1'353'640 CHF | 99.00% | 99.00% |
15.05.2024 | 0.28% | 15.84 CHF | 15.95 CHF | 20'000 | 20'000 | 73'273 | 73'273 | 1'129'750 CHF | 1'131'150 CHF | 96.77% | 96.77% |
14.05.2024 | 0.07% | 15.15 CHF | 15.16 CHF | 100'000 | 100'000 | 98'951 | 98'951 | 1'494'970 CHF | 1'495'990 CHF | 97.85% | 97.85% |
13.05.2024 | 0.08% | 14.89 CHF | 14.90 CHF | 100'000 | 100'000 | 98'502 | 98'502 | 1'467'400 CHF | 1'468'420 CHF | 100.00% | 100.00% |
10.05.2024 | 0.07% | 14.91 CHF | 14.92 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'522'070 CHF | 1'523'070 CHF | 98.68% | 98.68% |
08.05.2024 | 0.07% | 14.21 CHF | 14.22 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'407'690 CHF | 1'408'690 CHF | 100.00% | 100.00% |
07.05.2024 | 0.07% | 14.11 CHF | 14.12 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 1'410'600 CHF | 1'411'600 CHF | 99.97% | 99.97% |
06.05.2024 | 0.14% | 14.04 CHF | 14.05 CHF | 100'000 | 100'000 | 92'152 | 92'152 | 1'285'820 CHF | 1'286'930 CHF | 99.99% | 99.99% |
03.05.2024 | 0.20% | 13.20 CHF | 13.21 CHF | 100'000 | 100'000 | 86'354 | 86'354 | 1'155'540 CHF | 1'156'740 CHF | 96.68% | 96.68% |
02.05.2024 | 0.13% | 13.58 CHF | 13.59 CHF | 100'000 | 100'000 | 94'468 | 94'468 | 1'260'360 CHF | 1'261'440 CHF | 99.30% | 99.30% |