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 | 0.48% | 10.55 CHF | 10.60 CHF | 18'391 | 18'391 | 18'221 | 18'221 | 191'616 CHF | 192'528 CHF | 100.00% | 100.00% |
15.05.2024 | 0.27% | 10.35 CHF | 10.40 CHF | 18'509 | 18'509 | 18'612 | 18'612 | 184'653 CHF | 185'144 CHF | 99.83% | 99.83% |
14.05.2024 | 0.21% | 9.60 CHF | 9.62 CHF | 19'005 | 19'005 | 18'844 | 18'844 | 180'209 CHF | 180'586 CHF | 99.63% | 99.63% |
13.05.2024 | 0.22% | 9.35 CHF | 9.37 CHF | 19'147 | 19'147 | 18'950 | 18'950 | 177'381 CHF | 177'760 CHF | 100.00% | 100.00% |
10.05.2024 | 0.21% | 9.37 CHF | 9.39 CHF | 19'099 | 19'099 | 18'710 | 18'710 | 181'159 CHF | 181'534 CHF | 99.98% | 99.98% |
08.05.2024 | 0.24% | 8.66 CHF | 8.68 CHF | 19'617 | 19'617 | 19'541 | 19'541 | 166'734 CHF | 167'126 CHF | 100.00% | 100.00% |
07.05.2024 | 0.24% | 8.58 CHF | 8.60 CHF | 19'731 | 19'731 | 19'538 | 19'538 | 167'554 CHF | 167'945 CHF | 100.00% | 100.00% |
06.05.2024 | 0.24% | 8.52 CHF | 8.54 CHF | 19'778 | 19'778 | 19'639 | 19'639 | 165'897 CHF | 166'290 CHF | 99.85% | 99.85% |
03.05.2024 | 0.26% | 7.69 CHF | 7.71 CHF | 20'455 | 20'455 | 20'224 | 20'224 | 158'572 CHF | 158'976 CHF | 96.42% | 96.42% |
02.05.2024 | 0.26% | 7.99 CHF | 8.01 CHF | 20'126 | 20'126 | 20'113 | 20'113 | 156'598 CHF | 157'001 CHF | 99.67% | 99.67% |