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 |
---|---|---|---|---|---|---|---|---|---|---|---|
24.05.2024 | 0.06% | 16.05 CHF | 16.06 CHF | 79'000 | 79'000 | 34'890 | 34'890 | 556'411 CHF | 556'760 CHF | 99.38% | 99.38% |
23.05.2024 | 0.07% | 15.91 CHF | 15.92 CHF | 79'000 | 79'000 | 27'251 | 27'251 | 427'691 CHF | 427'965 CHF | 99.77% | 99.77% |
22.05.2024 | 0.07% | 14.23 CHF | 14.24 CHF | 87'000 | 87'000 | 38'569 | 38'569 | 549'651 CHF | 550'038 CHF | 99.82% | 99.82% |
21.05.2024 | 0.07% | 14.13 CHF | 14.14 CHF | 87'000 | 87'000 | 39'187 | 39'187 | 553'456 CHF | 553'849 CHF | 99.13% | 99.13% |
17.05.2024 | 0.07% | 13.90 CHF | 13.91 CHF | 89'000 | 89'000 | 40'034 | 40'034 | 559'961 CHF | 560'362 CHF | 99.91% | 99.91% |
16.05.2024 | 0.07% | 14.18 CHF | 14.19 CHF | 87'000 | 87'000 | 39'627 | 39'627 | 559'763 CHF | 560'161 CHF | 99.79% | 99.79% |
15.05.2024 | 0.08% | 14.00 CHF | 14.01 CHF | 88'000 | 88'000 | 40'651 | 40'651 | 553'946 CHF | 554'354 CHF | 99.70% | 99.70% |
14.05.2024 | 0.08% | 13.35 CHF | 13.36 CHF | 91'000 | 91'000 | 41'093 | 41'093 | 545'033 CHF | 545'445 CHF | 99.50% | 99.50% |
13.05.2024 | 0.08% | 13.29 CHF | 13.30 CHF | 92'000 | 92'000 | 41'690 | 41'690 | 552'358 CHF | 552'775 CHF | 99.54% | 99.54% |
10.05.2024 | 0.08% | 13.21 CHF | 13.22 CHF | 92'000 | 92'000 | 41'180 | 41'180 | 545'429 CHF | 545'841 CHF | 99.96% | 99.96% |