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 |
---|---|---|---|---|---|---|---|---|---|---|---|
29.05.2024 | 0.11% | 18.71 CHF | 18.73 CHF | 53'500 | 53'500 | 53'491 | 53'491 | 963'120 CHF | 964'190 CHF | 99.99% | 99.99% |
28.05.2024 | 0.12% | 16.88 CHF | 16.90 CHF | 55'800 | 55'800 | 55'800 | 55'800 | 917'248 CHF | 918'364 CHF | 100.00% | 100.00% |
27.05.2024 | 0.12% | 16.24 CHF | 16.26 CHF | 53'800 | 53'800 | 53'769 | 53'769 | 894'728 CHF | 895'804 CHF | 99.22% | 99.22% |
24.05.2024 | 0.12% | 16.83 CHF | 16.85 CHF | 51'600 | 51'600 | 51'600 | 51'600 | 884'521 CHF | 885'553 CHF | 100.00% | 100.00% |
23.05.2024 | 0.12% | 17.48 CHF | 17.50 CHF | 56'700 | 56'700 | 56'688 | 56'688 | 938'689 CHF | 939'823 CHF | 99.99% | 99.99% |
22.05.2024 | 0.12% | 15.96 CHF | 15.98 CHF | 58'800 | 58'800 | 58'800 | 58'800 | 942'580 CHF | 943'756 CHF | 100.00% | 100.00% |
21.05.2024 | 0.13% | 15.45 CHF | 15.47 CHF | 56'500 | 56'500 | 56'460 | 56'460 | 880'061 CHF | 881'191 CHF | 99.93% | 99.93% |
17.05.2024 | 0.13% | 15.46 CHF | 15.48 CHF | 64'000 | 64'000 | 64'000 | 64'000 | 975'085 CHF | 976'365 CHF | 100.00% | 100.00% |
16.05.2024 | 0.14% | 14.19 CHF | 14.21 CHF | 65'000 | 65'000 | 64'945 | 64'945 | 913'232 CHF | 914'532 CHF | 100.00% | 100.00% |
15.05.2024 | 0.14% | 13.95 CHF | 13.97 CHF | 55'500 | 55'500 | 55'362 | 55'362 | 816'291 CHF | 817'401 CHF | 100.00% | 100.00% |