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 | 0.32% | 15.75 CHF | 15.80 CHF | 50'000 | 50'000 | 49'749 | 49'749 | 780'004 CHF | 782'493 CHF | 99.52% | 99.52% |
15.05.2024 | 0.33% | 15.55 CHF | 15.60 CHF | 50'000 | 50'000 | 49'530 | 49'530 | 763'761 CHF | 766'240 CHF | 99.97% | 99.97% |
14.05.2024 | 0.33% | 15.30 CHF | 15.35 CHF | 50'000 | 50'000 | 49'492 | 49'492 | 758'074 CHF | 760'551 CHF | 100.00% | 100.00% |
13.05.2024 | 0.33% | 15.40 CHF | 15.45 CHF | 50'000 | 50'000 | 49'533 | 49'529 | 762'762 CHF | 765'189 CHF | 100.00% | 100.00% |
10.05.2024 | 0.33% | 15.35 CHF | 15.40 CHF | 50'000 | 50'000 | 49'660 | 49'660 | 762'922 CHF | 765'407 CHF | 99.21% | 99.21% |
08.05.2024 | 0.34% | 14.90 CHF | 14.95 CHF | 50'000 | 50'000 | 49'716 | 49'716 | 737'708 CHF | 740'196 CHF | 99.65% | 99.65% |
07.05.2024 | 0.34% | 14.85 CHF | 14.90 CHF | 50'000 | 50'000 | 49'497 | 49'495 | 734'066 CHF | 736'505 CHF | 99.57% | 99.57% |
06.05.2024 | 0.34% | 14.65 CHF | 14.70 CHF | 50'000 | 50'000 | 49'495 | 49'495 | 727'424 CHF | 729'902 CHF | 98.38% | 98.38% |
03.05.2024 | 0.35% | 14.50 CHF | 14.55 CHF | 50'000 | 50'000 | 49'809 | 49'809 | 723'400 CHF | 725'891 CHF | 97.82% | 97.82% |
02.05.2024 | 0.35% | 14.25 CHF | 14.30 CHF | 50'000 | 50'000 | 49'727 | 49'727 | 704'789 CHF | 707'277 CHF | 99.51% | 99.51% |