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 | 0.27% | 18.21 CHF | 18.26 CHF | 2'800 | 2'800 | 2'816 | 2'816 | 51'803 CHF | 51'944 CHF | 100.00% | 100.00% |
15.05.2024 | 0.27% | 19.18 CHF | 19.23 CHF | 3'000 | 3'000 | 2'951 | 2'951 | 54'350 CHF | 54'497 CHF | 99.39% | 99.39% |
14.05.2024 | 0.23% | 17.30 CHF | 17.34 CHF | 3'200 | 3'200 | 3'187 | 3'187 | 54'899 CHF | 55'026 CHF | 99.96% | 99.96% |
13.05.2024 | 0.24% | 16.29 CHF | 16.33 CHF | 3'200 | 3'200 | 3'187 | 3'187 | 52'215 CHF | 52'343 CHF | 100.00% | 100.00% |
10.05.2024 | 0.24% | 16.53 CHF | 16.57 CHF | 3'400 | 3'400 | 3'386 | 3'386 | 55'256 CHF | 55'392 CHF | 100.00% | 100.00% |
08.05.2024 | 0.29% | 14.00 CHF | 14.04 CHF | 3'800 | 3'800 | 3'783 | 3'783 | 52'352 CHF | 52'504 CHF | 99.24% | 99.24% |
07.05.2024 | 0.29% | 13.89 CHF | 13.93 CHF | 4'000 | 4'000 | 3'997 | 3'997 | 54'295 CHF | 54'454 CHF | 97.06% | 97.06% |
06.05.2024 | 0.29% | 12.74 CHF | 12.77 CHF | 4'200 | 4'200 | 4'187 | 4'187 | 53'972 CHF | 54'129 CHF | 100.00% | 100.00% |
03.05.2024 | 0.35% | 12.98 CHF | 13.03 CHF | 4'100 | 4'100 | 4'048 | 4'048 | 52'693 CHF | 52'877 CHF | 99.83% | 99.83% |
02.05.2024 | 0.31% | 12.91 CHF | 12.95 CHF | 4'300 | 4'300 | 4'252 | 4'252 | 54'991 CHF | 55'161 CHF | 99.97% | 99.97% |