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 | 0.35% | 16.96 CHF | 16.99 CHF | 7'600 | 7'600 | 3'333 | 3'333 | 58'768 CHF | 58'940 CHF | 95.03% | 95.03% |
15.05.2024 | 0.34% | 16.66 CHF | 16.69 CHF | 8'600 | 8'600 | 3'865 | 3'865 | 63'457 CHF | 63'633 CHF | 99.87% | 99.87% |
14.05.2024 | 0.36% | 16.08 CHF | 16.11 CHF | 9'100 | 9'100 | 4'213 | 4'213 | 62'510 CHF | 62'703 CHF | 96.91% | 96.91% |
13.05.2024 | 0.36% | 14.94 CHF | 14.97 CHF | 8'300 | 8'300 | 3'634 | 3'634 | 58'900 CHF | 59'083 CHF | 99.81% | 99.81% |
10.05.2024 | 0.34% | 16.34 CHF | 16.37 CHF | 8'000 | 8'000 | 3'567 | 3'567 | 62'691 CHF | 62'871 CHF | 100.00% | 100.00% |
08.05.2024 | 0.34% | 17.36 CHF | 17.39 CHF | 8'900 | 8'900 | 4'023 | 4'023 | 64'914 CHF | 65'099 CHF | 99.13% | 99.13% |
07.05.2024 | 0.37% | 15.43 CHF | 15.46 CHF | 9'600 | 9'600 | 4'315 | 4'315 | 63'185 CHF | 63'381 CHF | 99.66% | 99.66% |
06.05.2024 | 0.34% | 13.47 CHF | 13.49 CHF | 11'600 | 11'600 | 5'194 | 5'194 | 66'634 CHF | 66'818 CHF | 98.95% | 98.95% |
03.05.2024 | 0.35% | 11.77 CHF | 11.79 CHF | 13'900 | 13'900 | 6'125 | 6'125 | 66'938 CHF | 67'124 CHF | 98.91% | 98.91% |
02.05.2024 | 0.35% | 9.74 CHF | 9.76 CHF | 14'500 | 14'500 | 6'488 | 6'488 | 63'752 CHF | 63'949 CHF | 99.67% | 99.67% |