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 | 0.45% | 11.15 CHF | 11.20 CHF | 18'391 | 18'391 | 18'222 | 18'222 | 202'282 CHF | 203'194 CHF | 100.00% | 100.00% |
15.05.2024 | 0.48% | 10.95 CHF | 11.00 CHF | 18'509 | 18'509 | 18'616 | 18'616 | 195'394 CHF | 196'326 CHF | 99.91% | 99.91% |
14.05.2024 | 0.50% | 10.20 CHF | 10.25 CHF | 19'007 | 19'007 | 18'815 | 18'815 | 190'726 CHF | 191'668 CHF | 99.91% | 99.91% |
13.05.2024 | 0.30% | 9.94 CHF | 9.96 CHF | 19'144 | 19'144 | 18'951 | 18'951 | 188'446 CHF | 189'008 CHF | 100.00% | 100.00% |
10.05.2024 | 0.47% | 9.96 CHF | 9.98 CHF | 19'100 | 19'100 | 18'709 | 18'709 | 191'783 CHF | 192'672 CHF | 99.97% | 99.97% |
08.05.2024 | 0.22% | 9.25 CHF | 9.27 CHF | 19'619 | 19'619 | 19'539 | 19'539 | 178'171 CHF | 178'563 CHF | 100.00% | 100.00% |
07.05.2024 | 0.22% | 9.17 CHF | 9.19 CHF | 19'735 | 19'735 | 19'538 | 19'538 | 179'030 CHF | 179'421 CHF | 100.00% | 100.00% |
06.05.2024 | 0.22% | 9.10 CHF | 9.12 CHF | 19'776 | 19'776 | 19'639 | 19'639 | 177'378 CHF | 177'772 CHF | 99.71% | 99.71% |
03.05.2024 | 0.24% | 8.27 CHF | 8.29 CHF | 20'455 | 20'455 | 20'153 | 20'153 | 169'737 CHF | 170'141 CHF | 95.93% | 95.93% |
02.05.2024 | 0.24% | 8.58 CHF | 8.60 CHF | 20'126 | 20'126 | 20'113 | 20'113 | 168'469 CHF | 168'872 CHF | 99.66% | 99.66% |