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 | 0.10% | 20.58 CHF | 20.60 CHF | 3'300 | 3'300 | 3'296 | 3'296 | 67'584 CHF | 67'650 CHF | 98.98% | 98.98% |
15.05.2024 | 0.11% | 18.71 CHF | 18.73 CHF | 3'400 | 3'400 | 3'305 | 3'305 | 62'653 CHF | 62'720 CHF | 99.39% | 99.39% |
14.05.2024 | 0.11% | 18.83 CHF | 18.85 CHF | 3'400 | 3'400 | 3'385 | 3'385 | 62'382 CHF | 62'449 CHF | 99.14% | 99.14% |
13.05.2024 | 0.10% | 19.16 CHF | 19.18 CHF | 3'100 | 3'100 | 3'084 | 3'084 | 60'440 CHF | 60'502 CHF | 98.75% | 98.75% |
10.05.2024 | 0.10% | 20.69 CHF | 20.71 CHF | 3'400 | 3'400 | 3'380 | 3'380 | 68'540 CHF | 68'608 CHF | 100.00% | 100.00% |
08.05.2024 | 0.13% | 16.27 CHF | 16.29 CHF | 4'300 | 4'300 | 4'312 | 4'312 | 68'330 CHF | 68'416 CHF | 98.46% | 98.46% |
07.05.2024 | 0.15% | 14.28 CHF | 14.30 CHF | 4'700 | 4'700 | 4'681 | 4'681 | 63'071 CHF | 63'165 CHF | 99.44% | 99.44% |
06.05.2024 | 0.16% | 13.15 CHF | 13.17 CHF | 5'300 | 5'300 | 5'294 | 5'294 | 66'850 CHF | 66'956 CHF | 100.00% | 100.00% |
03.05.2024 | 0.16% | 11.60 CHF | 11.62 CHF | 5'100 | 5'100 | 4'981 | 4'981 | 60'903 CHF | 61'003 CHF | 99.36% | 99.36% |
02.05.2024 | 0.15% | 12.83 CHF | 12.85 CHF | 4'800 | 4'800 | 4'780 | 4'780 | 63'195 CHF | 63'291 CHF | 99.98% | 99.98% |