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 | 0.07% | 14.80 CHF | 14.81 CHF | 52'000 | 52'000 | 28'722 | 28'722 | 425'153 CHF | 425'441 CHF | 99.98% | 99.98% |
15.05.2024 | 0.07% | 14.68 CHF | 14.69 CHF | 52'000 | 52'000 | 29'466 | 29'466 | 428'391 CHF | 428'687 CHF | 99.99% | 99.99% |
14.05.2024 | 0.07% | 14.43 CHF | 14.44 CHF | 54'000 | 54'000 | 29'981 | 29'981 | 431'323 CHF | 431'624 CHF | 99.86% | 99.86% |
13.05.2024 | 0.07% | 14.39 CHF | 14.40 CHF | 54'000 | 54'000 | 29'146 | 29'146 | 422'070 CHF | 422'362 CHF | 99.63% | 99.63% |
10.05.2024 | 0.07% | 14.37 CHF | 14.38 CHF | 54'000 | 54'000 | 29'988 | 29'988 | 431'483 CHF | 431'783 CHF | 100.00% | 100.00% |
08.05.2024 | 0.07% | 14.32 CHF | 14.33 CHF | 54'000 | 54'000 | 29'756 | 29'756 | 424'092 CHF | 424'390 CHF | 99.02% | 99.02% |
07.05.2024 | 0.07% | 14.33 CHF | 14.34 CHF | 54'000 | 54'000 | 29'903 | 29'903 | 429'166 CHF | 429'465 CHF | 99.77% | 99.77% |
06.05.2024 | 0.07% | 14.19 CHF | 14.20 CHF | 54'000 | 54'000 | 29'971 | 29'971 | 422'874 CHF | 423'175 CHF | 99.95% | 99.95% |
03.05.2024 | 0.07% | 13.96 CHF | 13.97 CHF | 54'000 | 54'000 | 30'600 | 30'600 | 423'537 CHF | 423'844 CHF | 99.74% | 99.74% |
02.05.2024 | 0.07% | 13.75 CHF | 13.76 CHF | 56'000 | 56'000 | 30'979 | 30'979 | 425'889 CHF | 426'199 CHF | 99.78% | 99.78% |