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 | 0.33% | 15.15 CHF | 15.20 CHF | 40'000 | 40'000 | 39'624 | 39'624 | 598'154 CHF | 600'137 CHF | 99.99% | 99.99% |
15.05.2024 | 0.34% | 15.00 CHF | 15.05 CHF | 40'000 | 40'000 | 39'625 | 39'625 | 587'735 CHF | 589'718 CHF | 100.00% | 100.00% |
14.05.2024 | 0.34% | 14.70 CHF | 14.75 CHF | 40'000 | 40'000 | 39'766 | 39'766 | 585'750 CHF | 587'739 CHF | 99.60% | 99.60% |
13.05.2024 | 0.34% | 14.80 CHF | 14.85 CHF | 40'000 | 40'000 | 39'626 | 39'626 | 586'777 CHF | 588'761 CHF | 100.00% | 100.00% |
10.05.2024 | 0.34% | 14.75 CHF | 14.80 CHF | 40'000 | 40'000 | 39'806 | 39'806 | 588'125 CHF | 590'116 CHF | 99.21% | 99.21% |
08.05.2024 | 0.35% | 14.30 CHF | 14.35 CHF | 40'000 | 40'000 | 39'772 | 39'744 | 566'473 CHF | 568'070 CHF | 99.65% | 99.65% |
07.05.2024 | 0.35% | 14.30 CHF | 14.35 CHF | 40'000 | 40'000 | 39'597 | 39'597 | 563'938 CHF | 565'921 CHF | 99.58% | 99.58% |
06.05.2024 | 0.36% | 14.10 CHF | 14.15 CHF | 40'000 | 40'000 | 39'563 | 39'563 | 558'143 CHF | 560'124 CHF | 98.47% | 98.47% |
03.05.2024 | 0.36% | 13.90 CHF | 13.95 CHF | 40'000 | 40'000 | 39'845 | 39'845 | 555'210 CHF | 557'204 CHF | 97.52% | 97.52% |
02.05.2024 | 0.37% | 13.65 CHF | 13.70 CHF | 40'000 | 40'000 | 39'781 | 39'781 | 540'216 CHF | 542'206 CHF | 99.43% | 99.43% |