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 | 0.34% | 9.02 CHF | 9.05 CHF | 18'391 | 18'391 | 18'221 | 18'221 | 164'043 CHF | 164'590 CHF | 99.93% | 99.93% |
15.05.2024 | 0.36% | 8.83 CHF | 8.86 CHF | 18'509 | 18'509 | 18'611 | 18'611 | 156'207 CHF | 156'766 CHF | 99.88% | 99.88% |
14.05.2024 | 0.38% | 8.07 CHF | 8.10 CHF | 19'003 | 19'003 | 18'847 | 18'847 | 151'320 CHF | 151'886 CHF | 99.68% | 99.68% |
13.05.2024 | 0.39% | 7.82 CHF | 7.85 CHF | 19'143 | 19'143 | 18'950 | 18'950 | 148'339 CHF | 148'908 CHF | 100.00% | 100.00% |
10.05.2024 | 0.37% | 7.84 CHF | 7.87 CHF | 19'097 | 19'097 | 18'710 | 18'710 | 152'503 CHF | 153'065 CHF | 99.99% | 99.99% |
08.05.2024 | 0.43% | 7.13 CHF | 7.16 CHF | 19'619 | 19'619 | 19'540 | 19'540 | 136'749 CHF | 137'335 CHF | 100.00% | 100.00% |
07.05.2024 | 0.43% | 7.05 CHF | 7.08 CHF | 19'735 | 19'735 | 19'538 | 19'538 | 137'631 CHF | 138'218 CHF | 100.00% | 100.00% |
06.05.2024 | 0.44% | 6.99 CHF | 7.02 CHF | 19'782 | 19'782 | 19'639 | 19'639 | 135'888 CHF | 136'478 CHF | 99.71% | 99.71% |
03.05.2024 | 0.48% | 6.16 CHF | 6.19 CHF | 20'455 | 20'455 | 20'154 | 20'154 | 127'244 CHF | 127'849 CHF | 96.48% | 96.48% |
02.05.2024 | 0.48% | 6.45 CHF | 6.48 CHF | 20'127 | 20'127 | 20'113 | 20'113 | 125'676 CHF | 126'280 CHF | 99.69% | 99.69% |