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 | 0.15% | 19.43 CHF | 19.46 CHF | 14'100 | 14'100 | 13'976 | 13'976 | 271'377 CHF | 271'796 CHF | 99.89% | 99.89% |
15.05.2024 | 0.17% | 18.52 CHF | 18.55 CHF | 14'400 | 14'400 | 14'276 | 14'276 | 257'679 CHF | 258'108 CHF | 99.98% | 99.98% |
14.05.2024 | 0.17% | 17.94 CHF | 17.97 CHF | 13'900 | 13'900 | 13'843 | 13'843 | 250'601 CHF | 251'016 CHF | 99.46% | 99.46% |
13.05.2024 | 0.16% | 18.56 CHF | 18.59 CHF | 14'100 | 14'100 | 14'042 | 14'042 | 260'462 CHF | 260'883 CHF | 100.00% | 100.00% |
10.05.2024 | 0.16% | 18.36 CHF | 18.39 CHF | 13'600 | 13'600 | 13'544 | 13'544 | 251'791 CHF | 252'197 CHF | 100.00% | 100.00% |
08.05.2024 | 0.16% | 18.42 CHF | 18.45 CHF | 14'400 | 14'400 | 14'338 | 14'338 | 264'056 CHF | 264'486 CHF | 99.15% | 99.15% |
07.05.2024 | 0.12% | 17.73 CHF | 17.75 CHF | 15'400 | 15'400 | 15'425 | 15'425 | 262'672 CHF | 262'981 CHF | 99.64% | 99.64% |
06.05.2024 | 0.12% | 16.55 CHF | 16.57 CHF | 15'800 | 15'800 | 15'750 | 15'750 | 256'444 CHF | 256'759 CHF | 100.00% | 100.00% |
03.05.2024 | 0.15% | 16.15 CHF | 16.17 CHF | 16'400 | 16'400 | 16'353 | 16'353 | 262'145 CHF | 262'538 CHF | 99.84% | 99.84% |
02.05.2024 | 0.19% | 15.69 CHF | 15.72 CHF | 16'400 | 16'400 | 16'228 | 16'228 | 254'803 CHF | 255'290 CHF | 99.97% | 99.97% |