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 | 0.12% | 26.86 CHF | 26.89 CHF | 39'100 | 39'100 | 39'078 | 39'078 | 1'015'550 CHF | 1'016'720 CHF | 100.00% | 100.00% |
15.05.2024 | 0.10% | 23.35 CHF | 23.37 CHF | 50'000 | 50'000 | 49'873 | 49'873 | 1'007'240 CHF | 1'008'240 CHF | 99.89% | 99.89% |
14.05.2024 | 0.12% | 18.33 CHF | 18.35 CHF | 56'300 | 56'300 | 56'295 | 56'295 | 974'547 CHF | 975'673 CHF | 99.77% | 99.77% |
13.05.2024 | 0.12% | 17.52 CHF | 17.54 CHF | 58'000 | 58'000 | 58'000 | 58'000 | 1'005'550 CHF | 1'006'710 CHF | 100.00% | 100.00% |
10.05.2024 | 0.12% | 16.26 CHF | 16.28 CHF | 60'800 | 60'800 | 60'800 | 60'800 | 1'037'240 CHF | 1'038'460 CHF | 99.99% | 99.99% |
08.05.2024 | 0.13% | 15.60 CHF | 15.62 CHF | 61'900 | 61'900 | 61'894 | 61'894 | 938'487 CHF | 939'725 CHF | 96.02% | 96.02% |
07.05.2024 | 0.13% | 16.54 CHF | 16.56 CHF | 61'700 | 61'700 | 61'690 | 61'690 | 950'491 CHF | 951'725 CHF | 98.36% | 98.36% |
06.05.2024 | 0.15% | 14.12 CHF | 14.14 CHF | 74'300 | 74'300 | 74'300 | 74'300 | 1'001'770 CHF | 1'003'250 CHF | 100.00% | 100.00% |
03.05.2024 | 0.09% | 11.88 CHF | 11.89 CHF | 101'600 | 101'600 | 101'600 | 101'600 | 1'116'810 CHF | 1'117'830 CHF | 99.51% | 99.51% |
02.05.2024 | 0.12% | 8.54 CHF | 8.55 CHF | 125'900 | 125'900 | 125'900 | 125'900 | 1'072'930 CHF | 1'074'190 CHF | 99.42% | 99.42% |