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 |
---|---|---|---|---|---|---|---|---|---|---|---|
17.05.2024 | 0.07% | 14.81 CHF | 14.82 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 664'870 CHF | 665'320 CHF | 100.00% | 100.00% |
16.05.2024 | 0.07% | 14.88 CHF | 14.89 CHF | 45'000 | 45'000 | 44'929 | 44'929 | 664'759 CHF | 665'209 CHF | 100.00% | 100.00% |
15.05.2024 | 0.08% | 14.62 CHF | 14.63 CHF | 45'000 | 45'000 | 43'347 | 43'347 | 623'183 CHF | 623'628 CHF | 99.59% | 99.59% |
14.05.2024 | 0.07% | 14.21 CHF | 14.22 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 637'856 CHF | 638'306 CHF | 99.99% | 99.99% |
13.05.2024 | 0.07% | 14.19 CHF | 14.20 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 640'001 CHF | 640'451 CHF | 100.00% | 100.00% |
10.05.2024 | 0.07% | 14.13 CHF | 14.14 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 639'535 CHF | 639'985 CHF | 99.99% | 99.99% |
08.05.2024 | 0.07% | 13.95 CHF | 13.96 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 626'609 CHF | 627'059 CHF | 99.67% | 99.67% |
07.05.2024 | 0.07% | 13.99 CHF | 14.00 CHF | 45'000 | 45'000 | 44'979 | 44'979 | 627'178 CHF | 627'628 CHF | 99.75% | 99.75% |
06.05.2024 | 0.07% | 13.69 CHF | 13.70 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 612'235 CHF | 612'685 CHF | 100.00% | 100.00% |
03.05.2024 | 0.08% | 13.29 CHF | 13.30 CHF | 45'000 | 45'000 | 45'000 | 45'000 | 596'893 CHF | 597'343 CHF | 99.41% | 99.41% |