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 | 0.99% | 42.86 CHF | 43.29 CHF | 14'789 | 13'670 | 14'925 | 14'948 | 642'455 CHF | 649'851 CHF | 100.00% | 100.00% |
15.05.2024 | 1.00% | 42.05 CHF | 42.47 CHF | 9'244 | 14'918 | 14'066 | 14'986 | 577'626 CHF | 622'421 CHF | 100.00% | 100.00% |
14.05.2024 | 1.01% | 40.46 CHF | 40.87 CHF | 14'997 | 15'000 | 14'997 | 15'000 | 608'201 CHF | 614'472 CHF | 100.00% | 100.00% |
13.05.2024 | 1.00% | 41.11 CHF | 41.52 CHF | 14'880 | 14'980 | 14'926 | 14'987 | 612'584 CHF | 621'263 CHF | 100.00% | 100.00% |
10.05.2024 | 1.00% | 40.15 CHF | 40.55 CHF | 14'962 | 14'975 | 14'962 | 14'999 | 616'987 CHF | 624'735 CHF | 100.00% | 100.00% |
08.05.2024 | 1.00% | 41.10 CHF | 41.51 CHF | 15'000 | 14'998 | 15'000 | 14'998 | 614'226 CHF | 620'293 CHF | 100.00% | 100.00% |
07.05.2024 | 1.00% | 41.84 CHF | 42.26 CHF | 15'000 | 14'990 | 15'000 | 14'990 | 626'989 CHF | 632'868 CHF | 100.00% | 100.00% |
06.05.2024 | 1.00% | 41.61 CHF | 42.03 CHF | 14'999 | 14'600 | 14'999 | 14'941 | 630'779 CHF | 634'656 CHF | 100.00% | 100.00% |
03.05.2024 | 1.00% | 40.33 CHF | 40.74 CHF | 14'943 | 14'747 | 14'971 | 14'748 | 589'828 CHF | 586'857 CHF | 99.95% | 99.95% |
02.05.2024 | 1.00% | 39.28 CHF | 39.67 CHF | 14'836 | 14'562 | 14'893 | 14'690 | 574'955 CHF | 572'813 CHF | 100.00% | 100.00% |