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% | 14.29 CHF | 14.30 CHF | 52'000 | 52'000 | 28'748 | 28'748 | 410'855 CHF | 411'144 CHF | 99.91% | 99.91% |
15.05.2024 | 0.07% | 14.17 CHF | 14.18 CHF | 52'000 | 52'000 | 29'470 | 29'470 | 413'316 CHF | 413'612 CHF | 100.00% | 100.00% |
14.05.2024 | 0.07% | 13.91 CHF | 13.92 CHF | 54'000 | 54'000 | 29'985 | 29'985 | 415'929 CHF | 416'230 CHF | 99.82% | 99.82% |
13.05.2024 | 0.07% | 13.87 CHF | 13.88 CHF | 54'000 | 54'000 | 29'172 | 29'172 | 407'463 CHF | 407'755 CHF | 100.00% | 100.00% |
10.05.2024 | 0.07% | 13.85 CHF | 13.86 CHF | 54'000 | 54'000 | 29'988 | 29'988 | 416'048 CHF | 416'349 CHF | 100.00% | 100.00% |
08.05.2024 | 0.07% | 13.80 CHF | 13.81 CHF | 54'000 | 54'000 | 29'764 | 29'764 | 408'813 CHF | 409'112 CHF | 99.14% | 99.14% |
07.05.2024 | 0.07% | 13.81 CHF | 13.82 CHF | 54'000 | 54'000 | 29'958 | 29'958 | 414'526 CHF | 414'826 CHF | 100.00% | 100.00% |
06.05.2024 | 0.08% | 13.67 CHF | 13.68 CHF | 54'000 | 54'000 | 29'983 | 29'983 | 407'614 CHF | 407'914 CHF | 100.00% | 100.00% |
03.05.2024 | 0.08% | 13.44 CHF | 13.45 CHF | 54'000 | 54'000 | 30'645 | 30'645 | 408'331 CHF | 408'638 CHF | 99.93% | 99.93% |
02.05.2024 | 0.08% | 13.22 CHF | 13.23 CHF | 56'000 | 56'000 | 31'027 | 31'027 | 410'325 CHF | 410'636 CHF | 99.97% | 99.97% |