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 | 0.83% | 17.77 CHF | 17.92 CHF | 8'700 | 8'700 | 8'692 | 8'692 | 156'806 CHF | 158'111 CHF | 100.00% | 100.00% |
15.05.2024 | 0.75% | 18.84 CHF | 18.98 CHF | 9'200 | 9'200 | 9'177 | 9'177 | 171'120 CHF | 172'408 CHF | 100.00% | 100.00% |
14.05.2024 | 0.79% | 18.02 CHF | 18.15 CHF | 10'200 | 10'200 | 10'200 | 10'200 | 167'464 CHF | 168'790 CHF | 99.78% | 99.78% |
13.05.2024 | 0.77% | 15.47 CHF | 15.59 CHF | 10'500 | 10'500 | 10'500 | 10'500 | 162'212 CHF | 163'472 CHF | 100.00% | 100.00% |
10.05.2024 | 0.79% | 14.89 CHF | 15.01 CHF | 11'100 | 11'100 | 11'100 | 11'100 | 168'918 CHF | 170'250 CHF | 100.00% | 100.00% |
08.05.2024 | 0.79% | 15.03 CHF | 15.15 CHF | 10'300 | 10'300 | 10'299 | 10'299 | 155'342 CHF | 156'578 CHF | 99.44% | 99.44% |
07.05.2024 | 0.70% | 15.46 CHF | 15.56 CHF | 12'800 | 12'800 | 12'795 | 12'795 | 183'528 CHF | 184'808 CHF | 99.95% | 99.95% |
06.05.2024 | 0.77% | 12.14 CHF | 12.23 CHF | 14'300 | 14'300 | 14'300 | 14'300 | 166'731 CHF | 168'018 CHF | 100.00% | 100.00% |
03.05.2024 | 0.84% | 10.67 CHF | 10.77 CHF | 13'000 | 13'000 | 13'000 | 13'000 | 155'318 CHF | 156'618 CHF | 99.91% | 99.91% |
02.05.2024 | 0.74% | 12.26 CHF | 12.35 CHF | 13'800 | 13'800 | 13'800 | 13'800 | 167'420 CHF | 168'662 CHF | 99.55% | 99.55% |