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 | 0.05% | 18.61 CHF | 18.62 CHF | 10'000 | 10'000 | 10'000 | 6'097 | 185'340 CHF | 113'121 CHF | 99.01% | 99.01% |
15.05.2024 | 0.06% | 18.35 CHF | 18.36 CHF | 10'000 | 10'000 | 9'767 | 6'003 | 176'420 CHF | 108'695 CHF | 98.04% | 98.04% |
14.05.2024 | 0.06% | 17.85 CHF | 17.86 CHF | 10'000 | 10'000 | 10'000 | 6'110 | 178'175 CHF | 108'932 CHF | 97.88% | 97.88% |
13.05.2024 | 0.06% | 17.85 CHF | 17.86 CHF | 10'000 | 10'000 | 10'000 | 6'086 | 178'728 CHF | 108'807 CHF | 100.00% | 100.00% |
10.05.2024 | 0.06% | 17.77 CHF | 17.78 CHF | 10'000 | 10'000 | 10'000 | 6'065 | 178'818 CHF | 108'484 CHF | 98.67% | 98.67% |
08.05.2024 | 0.06% | 17.51 CHF | 17.52 CHF | 10'000 | 10'000 | 10'000 | 6'085 | 174'882 CHF | 106'463 CHF | 100.00% | 100.00% |
07.05.2024 | 0.06% | 17.59 CHF | 17.60 CHF | 10'000 | 10'000 | 10'000 | 6'085 | 174'915 CHF | 106'556 CHF | 99.99% | 99.99% |
06.05.2024 | 0.06% | 17.23 CHF | 17.24 CHF | 10'000 | 10'000 | 10'000 | 6'085 | 171'188 CHF | 104'345 CHF | 99.99% | 99.99% |
03.05.2024 | 0.06% | 16.73 CHF | 16.74 CHF | 10'000 | 10'000 | 10'000 | 6'104 | 166'726 CHF | 102'025 CHF | 97.27% | 97.27% |
02.05.2024 | 0.06% | 16.35 CHF | 16.36 CHF | 10'000 | 10'000 | 10'000 | 6'085 | 163'617 CHF | 99'494 CHF | 99.36% | 99.36% |