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 | 0.44% | 11.40 CHF | 11.45 CHF | 20'000 | 20'000 | 19'806 | 19'806 | 225'377 CHF | 226'368 CHF | 96.99% | 96.99% |
15.05.2024 | 0.41% | 12.20 CHF | 12.25 CHF | 21'000 | 21'000 | 20'803 | 20'803 | 255'450 CHF | 256'492 CHF | 100.00% | 100.00% |
14.05.2024 | 0.40% | 12.55 CHF | 12.60 CHF | 21'000 | 21'000 | 21'033 | 21'033 | 265'910 CHF | 266'963 CHF | 99.44% | 99.44% |
13.05.2024 | 0.41% | 12.20 CHF | 12.25 CHF | 21'000 | 21'000 | 20'802 | 20'802 | 256'205 CHF | 257'246 CHF | 99.99% | 99.99% |
10.05.2024 | 0.41% | 12.45 CHF | 12.50 CHF | 21'000 | 21'000 | 20'822 | 20'822 | 257'919 CHF | 258'961 CHF | 99.50% | 99.50% |
08.05.2024 | 0.39% | 12.80 CHF | 12.85 CHF | 21'000 | 21'000 | 21'353 | 21'353 | 272'878 CHF | 273'946 CHF | 99.52% | 99.52% |
07.05.2024 | 0.39% | 12.80 CHF | 12.85 CHF | 22'000 | 22'000 | 21'760 | 21'760 | 282'033 CHF | 283'122 CHF | 99.79% | 99.79% |
06.05.2024 | 0.39% | 13.10 CHF | 13.15 CHF | 22'000 | 22'000 | 21'722 | 21'722 | 285'244 CHF | 286'331 CHF | 83.58% | 98.42% |
03.05.2024 | 0.37% | 13.30 CHF | 13.35 CHF | 22'000 | 22'000 | 21'920 | 21'920 | 294'346 CHF | 295'443 CHF | 98.15% | 98.15% |
02.05.2024 | 0.38% | 13.60 CHF | 13.65 CHF | 22'000 | 22'000 | 21'880 | 21'880 | 287'922 CHF | 289'017 CHF | 99.41% | 99.41% |