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 | 0.23% | 17.32 CHF | 17.36 CHF | 14'400 | 14'400 | 14'092 | 14'092 | 250'701 CHF | 251'265 CHF | 100.00% | 100.00% |
15.05.2024 | 0.22% | 18.40 CHF | 18.44 CHF | 14'300 | 14'300 | 14'204 | 14'204 | 262'321 CHF | 262'891 CHF | 100.00% | 100.00% |
14.05.2024 | 0.22% | 17.90 CHF | 17.94 CHF | 14'300 | 14'300 | 14'301 | 14'301 | 255'185 CHF | 255'757 CHF | 99.68% | 99.68% |
13.05.2024 | 0.23% | 17.84 CHF | 17.88 CHF | 14'300 | 14'300 | 14'563 | 14'563 | 258'342 CHF | 258'925 CHF | 100.00% | 100.00% |
10.05.2024 | 0.22% | 17.75 CHF | 17.79 CHF | 14'800 | 14'800 | 14'516 | 14'516 | 261'272 CHF | 261'853 CHF | 100.00% | 100.00% |
08.05.2024 | 0.24% | 16.79 CHF | 16.83 CHF | 15'100 | 15'100 | 15'036 | 15'036 | 253'239 CHF | 253'840 CHF | 99.14% | 99.14% |
07.05.2024 | 0.24% | 17.03 CHF | 17.07 CHF | 15'100 | 15'100 | 15'037 | 15'037 | 254'246 CHF | 254'847 CHF | 99.64% | 99.64% |
06.05.2024 | 0.23% | 17.14 CHF | 17.18 CHF | 15'200 | 15'200 | 15'137 | 15'137 | 258'643 CHF | 259'249 CHF | 100.00% | 100.00% |
03.05.2024 | 0.24% | 16.82 CHF | 16.86 CHF | 15'100 | 15'100 | 15'039 | 15'039 | 255'394 CHF | 255'996 CHF | 99.89% | 99.89% |
02.05.2024 | 0.18% | 17.07 CHF | 17.10 CHF | 15'600 | 15'600 | 15'536 | 15'536 | 265'365 CHF | 265'831 CHF | 99.98% | 99.98% |