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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 0.13% | 72.10 CHF | 72.20 CHF | 13'800 | 13'800 | 13'796 | 13'796 | 1'058'790 CHF | 1'060'170 CHF | 99.78% | 99.78% |
22.05.2024 | 0.16% | 67.50 CHF | 67.60 CHF | 13'600 | 13'600 | 13'600 | 13'600 | 870'251 CHF | 871'611 CHF | 100.00% | 100.00% |
21.05.2024 | 0.17% | 59.90 CHF | 60.00 CHF | 14'200 | 14'200 | 14'192 | 14'192 | 831'930 CHF | 833'351 CHF | 99.78% | 99.78% |
17.05.2024 | 0.19% | 53.65 CHF | 53.75 CHF | 16'100 | 16'100 | 16'100 | 16'100 | 855'641 CHF | 857'251 CHF | 100.00% | 100.00% |
16.05.2024 | 0.18% | 57.70 CHF | 57.80 CHF | 15'300 | 15'300 | 15'287 | 15'287 | 843'646 CHF | 845'176 CHF | 100.00% | 100.00% |
15.05.2024 | 0.12% | 48.90 CHF | 48.95 CHF | 20'700 | 20'700 | 20'646 | 20'646 | 869'670 CHF | 870'706 CHF | 99.89% | 99.89% |
14.05.2024 | 0.14% | 37.70 CHF | 37.75 CHF | 24'000 | 24'000 | 23'998 | 23'998 | 842'732 CHF | 843'931 CHF | 99.76% | 99.76% |
13.05.2024 | 0.14% | 35.65 CHF | 35.70 CHF | 24'900 | 24'900 | 24'900 | 24'900 | 876'288 CHF | 877'533 CHF | 100.00% | 100.00% |
10.05.2024 | 0.14% | 32.50 CHF | 32.55 CHF | 26'400 | 26'400 | 26'400 | 26'400 | 910'392 CHF | 911'710 CHF | 99.99% | 99.99% |
08.05.2024 | 0.14% | 30.86 CHF | 30.90 CHF | 27'000 | 27'000 | 26'997 | 26'997 | 803'784 CHF | 804'876 CHF | 96.02% | 96.02% |