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 | 0.11% | 17.62 CHF | 17.64 CHF | 28'700 | 28'700 | 29'937 | 29'937 | 526'950 CHF | 527'549 CHF | 99.99% | 99.99% |
15.05.2024 | 0.12% | 17.23 CHF | 17.25 CHF | 31'200 | 31'200 | 31'706 | 31'706 | 510'547 CHF | 511'182 CHF | 99.81% | 99.81% |
14.05.2024 | 0.13% | 15.33 CHF | 15.35 CHF | 32'400 | 32'400 | 32'884 | 32'884 | 500'368 CHF | 501'026 CHF | 99.85% | 99.85% |
13.05.2024 | 0.14% | 14.73 CHF | 14.75 CHF | 33'400 | 33'400 | 32'472 | 32'472 | 479'424 CHF | 480'074 CHF | 100.00% | 100.00% |
10.05.2024 | 0.13% | 14.77 CHF | 14.79 CHF | 31'500 | 31'500 | 33'181 | 33'181 | 514'536 CHF | 515'191 CHF | 99.99% | 99.99% |
08.05.2024 | 0.15% | 13.33 CHF | 13.35 CHF | 36'300 | 36'300 | 36'247 | 36'247 | 472'968 CHF | 473'693 CHF | 99.29% | 99.29% |
07.05.2024 | 0.15% | 13.15 CHF | 13.17 CHF | 36'200 | 36'200 | 37'651 | 37'651 | 494'577 CHF | 495'330 CHF | 100.00% | 100.00% |
06.05.2024 | 0.16% | 13.02 CHF | 13.04 CHF | 39'200 | 39'200 | 39'200 | 39'196 | 505'319 CHF | 506'052 CHF | 100.00% | 100.00% |
03.05.2024 | 0.17% | 11.41 CHF | 11.43 CHF | 39'200 | 39'200 | 39'742 | 39'742 | 464'981 CHF | 465'775 CHF | 98.61% | 98.61% |
02.05.2024 | 0.17% | 12.00 CHF | 12.02 CHF | 40'300 | 40'300 | 39'766 | 39'766 | 460'542 CHF | 461'337 CHF | 99.97% | 99.97% |