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 | 0.56% | 21.11 CHF | 21.23 CHF | 10'000 | 10'000 | 9'978 | 9'978 | 212'045 CHF | 213'243 CHF | 99.18% | 99.18% |
15.05.2024 | 0.56% | 20.54 CHF | 20.65 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 296'534 CHF | 298'184 CHF | 100.00% | 100.00% |
14.05.2024 | 0.59% | 19.05 CHF | 19.16 CHF | 15'000 | 15'000 | 14'965 | 14'965 | 277'948 CHF | 279'595 CHF | 100.00% | 100.00% |
13.05.2024 | 0.59% | 18.58 CHF | 18.69 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 278'821 CHF | 280'471 CHF | 100.00% | 100.00% |
10.05.2024 | 0.55% | 18.39 CHF | 18.49 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 272'854 CHF | 274'354 CHF | 100.00% | 100.00% |
08.05.2024 | 0.54% | 16.63 CHF | 16.72 CHF | 15'000 | 15'000 | 15'000 | 15'000 | 247'281 CHF | 248'631 CHF | 100.00% | 100.00% |
07.05.2024 | 0.52% | 15.89 CHF | 15.97 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 306'040 CHF | 307'640 CHF | 100.00% | 100.00% |
06.05.2024 | 0.57% | 13.95 CHF | 14.03 CHF | 20'000 | 20'000 | 20'000 | 20'000 | 282'184 CHF | 283'784 CHF | 100.00% | 100.00% |
03.05.2024 | 0.60% | 13.42 CHF | 13.50 CHF | 20'000 | 20'000 | 19'955 | 19'955 | 267'154 CHF | 268'751 CHF | 100.00% | 100.00% |
02.05.2024 | 0.61% | 12.80 CHF | 12.88 CHF | 20'000 | 20'000 | 19'909 | 19'909 | 263'527 CHF | 265'121 CHF | 100.00% | 100.00% |