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 | 0.05% | 33.22 CHF | 33.23 CHF | 26'000 | 26'000 | 14'638 | 14'638 | 486'159 CHF | 486'396 CHF | 99.89% | 99.89% |
15.05.2024 | 0.06% | 32.98 CHF | 32.99 CHF | 26'000 | 26'000 | 14'818 | 14'818 | 484'382 CHF | 484'623 CHF | 100.00% | 100.00% |
14.05.2024 | 0.06% | 32.47 CHF | 32.48 CHF | 27'000 | 27'000 | 15'112 | 15'112 | 489'565 CHF | 489'808 CHF | 99.82% | 99.82% |
13.05.2024 | 0.06% | 32.40 CHF | 32.41 CHF | 27'000 | 27'000 | 14'787 | 14'787 | 481'815 CHF | 482'053 CHF | 99.47% | 99.47% |
10.05.2024 | 0.06% | 32.35 CHF | 32.36 CHF | 27'000 | 27'000 | 15'113 | 15'113 | 489'565 CHF | 489'808 CHF | 99.99% | 99.99% |
08.05.2024 | 0.06% | 32.26 CHF | 32.27 CHF | 27'000 | 27'000 | 14'987 | 14'987 | 481'471 CHF | 481'714 CHF | 99.00% | 99.00% |
07.05.2024 | 0.06% | 32.27 CHF | 32.28 CHF | 27'000 | 27'000 | 15'003 | 15'003 | 484'868 CHF | 485'111 CHF | 99.72% | 99.72% |
06.05.2024 | 0.06% | 31.98 CHF | 31.99 CHF | 27'000 | 27'000 | 15'063 | 15'063 | 479'390 CHF | 479'634 CHF | 99.95% | 99.95% |
03.05.2024 | 0.06% | 31.52 CHF | 31.53 CHF | 27'000 | 27'000 | 15'579 | 15'579 | 487'430 CHF | 487'684 CHF | 99.55% | 99.55% |
02.05.2024 | 0.06% | 31.13 CHF | 31.14 CHF | 28'000 | 28'000 | 15'647 | 15'647 | 487'069 CHF | 487'322 CHF | 99.38% | 99.38% |