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 | 0.23% | 8.79 CHF | 8.81 CHF | 18'391 | 18'391 | 18'221 | 18'221 | 159'845 CHF | 160'209 CHF | 99.93% | 99.93% |
15.05.2024 | 0.25% | 8.60 CHF | 8.62 CHF | 18'515 | 18'515 | 18'611 | 18'611 | 151'912 CHF | 152'284 CHF | 99.92% | 99.92% |
14.05.2024 | 0.26% | 7.84 CHF | 7.86 CHF | 19'003 | 19'003 | 18'913 | 18'913 | 147'487 CHF | 147'865 CHF | 99.28% | 99.28% |
13.05.2024 | 0.27% | 7.59 CHF | 7.61 CHF | 19'143 | 19'143 | 18'950 | 18'950 | 143'965 CHF | 144'344 CHF | 100.00% | 100.00% |
10.05.2024 | 0.25% | 7.61 CHF | 7.63 CHF | 19'097 | 19'097 | 18'710 | 18'710 | 148'180 CHF | 148'554 CHF | 99.97% | 99.97% |
08.05.2024 | 0.30% | 6.90 CHF | 6.92 CHF | 19'619 | 19'619 | 19'539 | 19'539 | 132'233 CHF | 132'624 CHF | 100.00% | 100.00% |
07.05.2024 | 0.30% | 6.82 CHF | 6.84 CHF | 19'735 | 19'735 | 19'538 | 19'538 | 133'128 CHF | 133'519 CHF | 100.00% | 100.00% |
06.05.2024 | 0.30% | 6.76 CHF | 6.78 CHF | 19'778 | 19'778 | 19'639 | 19'639 | 131'370 CHF | 131'763 CHF | 99.71% | 99.71% |
03.05.2024 | 0.33% | 5.93 CHF | 5.95 CHF | 20'455 | 20'455 | 20'153 | 20'153 | 122'609 CHF | 123'012 CHF | 96.70% | 96.70% |
02.05.2024 | 0.34% | 6.22 CHF | 6.24 CHF | 20'126 | 20'126 | 20'113 | 20'113 | 120'998 CHF | 121'400 CHF | 99.39% | 99.39% |