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 | 0.13% | 24.70 CHF | 24.73 CHF | 37'200 | 37'200 | 37'178 | 37'178 | 881'665 CHF | 882'781 CHF | 100.00% | 100.00% |
15.05.2024 | 0.12% | 20.84 CHF | 20.86 CHF | 50'300 | 50'300 | 50'171 | 50'171 | 875'867 CHF | 876'873 CHF | 99.90% | 99.90% |
14.05.2024 | 0.14% | 15.49 CHF | 15.51 CHF | 58'300 | 58'300 | 58'296 | 58'296 | 840'839 CHF | 842'005 CHF | 99.78% | 99.78% |
13.05.2024 | 0.14% | 14.64 CHF | 14.66 CHF | 60'500 | 60'500 | 60'500 | 60'500 | 874'505 CHF | 875'715 CHF | 100.00% | 100.00% |
10.05.2024 | 0.14% | 13.35 CHF | 13.37 CHF | 64'300 | 64'300 | 64'300 | 64'300 | 910'729 CHF | 912'015 CHF | 100.00% | 100.00% |
08.05.2024 | 0.16% | 12.67 CHF | 12.69 CHF | 65'700 | 65'700 | 65'693 | 65'693 | 803'082 CHF | 804'396 CHF | 96.01% | 96.01% |
07.05.2024 | 0.16% | 13.63 CHF | 13.65 CHF | 65'400 | 65'400 | 65'390 | 65'390 | 816'035 CHF | 817'343 CHF | 98.36% | 98.36% |
06.05.2024 | 0.09% | 11.25 CHF | 11.26 CHF | 82'300 | 82'300 | 82'300 | 82'300 | 875'132 CHF | 875'955 CHF | 99.76% | 99.76% |
03.05.2024 | 0.12% | 9.13 CHF | 9.14 CHF | 120'500 | 120'500 | 120'500 | 120'500 | 1'002'210 CHF | 1'003'420 CHF | 99.50% | 99.50% |
02.05.2024 | 0.16% | 6.11 CHF | 6.12 CHF | 156'900 | 156'900 | 156'900 | 156'900 | 955'969 CHF | 957'538 CHF | 99.52% | 99.52% |