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 | 4.48% | 17.43 CHF | 18.23 CHF | 22'900 | 22'900 | 22'878 | 22'878 | 396'760 CHF | 414'937 CHF | 100.00% | 100.00% |
15.05.2024 | 4.24% | 17.19 CHF | 17.85 CHF | 27'400 | 27'400 | 27'329 | 27'329 | 424'240 CHF | 442'553 CHF | 100.00% | 100.00% |
14.05.2024 | 4.16% | 15.02 CHF | 15.63 CHF | 29'900 | 29'900 | 29'900 | 29'900 | 429'496 CHF | 447'735 CHF | 99.76% | 99.76% |
13.05.2024 | 4.18% | 15.03 CHF | 15.69 CHF | 27'600 | 27'600 | 27'600 | 27'600 | 426'555 CHF | 444'771 CHF | 100.00% | 100.00% |
10.05.2024 | 4.13% | 14.76 CHF | 15.38 CHF | 29'700 | 29'700 | 29'700 | 29'700 | 437'125 CHF | 455'539 CHF | 100.00% | 100.00% |
08.05.2024 | 4.04% | 14.04 CHF | 14.61 CHF | 32'200 | 32'200 | 32'197 | 32'197 | 444'674 CHF | 463'028 CHF | 99.44% | 99.44% |
07.05.2024 | 4.02% | 13.42 CHF | 13.97 CHF | 33'100 | 33'100 | 33'080 | 33'080 | 444'395 CHF | 462'600 CHF | 100.00% | 100.00% |
06.05.2024 | 3.78% | 13.06 CHF | 13.56 CHF | 36'800 | 36'800 | 36'800 | 36'800 | 477'661 CHF | 496'061 CHF | 100.00% | 100.00% |
03.05.2024 | 3.53% | 12.00 CHF | 12.43 CHF | 42'500 | 42'500 | 42'500 | 42'500 | 509'270 CHF | 527'545 CHF | 99.96% | 99.96% |
02.05.2024 | 3.40% | 11.16 CHF | 11.54 CHF | 48'700 | 48'700 | 48'700 | 48'700 | 534'452 CHF | 552'958 CHF | 99.58% | 99.58% |