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 | 0.22% | 13.67 CHF | 13.70 CHF | 11'500 | 11'500 | 11'456 | 11'456 | 157'366 CHF | 157'710 CHF | 100.00% | 100.00% |
15.05.2024 | 0.22% | 13.87 CHF | 13.90 CHF | 11'300 | 11'300 | 11'426 | 11'426 | 154'792 CHF | 155'135 CHF | 100.00% | 100.00% |
14.05.2024 | 0.21% | 14.03 CHF | 14.06 CHF | 10'900 | 10'900 | 10'854 | 10'854 | 157'631 CHF | 157'957 CHF | 99.98% | 99.98% |
13.05.2024 | 0.20% | 14.87 CHF | 14.90 CHF | 10'800 | 10'800 | 10'755 | 10'755 | 159'111 CHF | 159'433 CHF | 100.00% | 100.00% |
10.05.2024 | 0.21% | 14.87 CHF | 14.90 CHF | 11'100 | 11'100 | 11'054 | 11'054 | 161'501 CHF | 161'832 CHF | 100.00% | 100.00% |
08.05.2024 | 0.21% | 13.90 CHF | 13.93 CHF | 11'500 | 11'500 | 11'482 | 11'482 | 161'311 CHF | 161'656 CHF | 99.06% | 99.06% |
07.05.2024 | 0.22% | 13.79 CHF | 13.82 CHF | 11'800 | 11'800 | 11'749 | 11'749 | 158'384 CHF | 158'737 CHF | 97.81% | 97.81% |
06.05.2024 | 0.22% | 13.55 CHF | 13.58 CHF | 12'000 | 12'000 | 11'951 | 11'951 | 163'218 CHF | 163'576 CHF | 100.00% | 100.00% |
03.05.2024 | 0.23% | 13.18 CHF | 13.21 CHF | 12'300 | 12'300 | 12'249 | 12'249 | 161'538 CHF | 161'906 CHF | 99.74% | 99.74% |
02.05.2024 | 0.23% | 13.06 CHF | 13.09 CHF | 12'700 | 12'700 | 12'650 | 12'650 | 163'703 CHF | 164'083 CHF | 100.00% | 100.00% |