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 | 0.44% | 11.35 CHF | 11.40 CHF | 18'391 | 18'391 | 18'220 | 18'220 | 206'564 CHF | 207'476 CHF | 99.93% | 99.93% |
15.05.2024 | 0.47% | 11.15 CHF | 11.20 CHF | 18'509 | 18'509 | 18'612 | 18'612 | 199'768 CHF | 200'699 CHF | 99.94% | 99.94% |
14.05.2024 | 0.48% | 10.40 CHF | 10.45 CHF | 19'004 | 19'004 | 18'863 | 18'863 | 195'712 CHF | 196'656 CHF | 99.60% | 99.60% |
13.05.2024 | 0.50% | 10.15 CHF | 10.20 CHF | 19'140 | 19'140 | 18'949 | 18'949 | 192'706 CHF | 193'655 CHF | 100.00% | 100.00% |
10.05.2024 | 0.48% | 10.20 CHF | 10.25 CHF | 19'103 | 19'103 | 18'710 | 18'710 | 196'283 CHF | 197'220 CHF | 100.00% | 100.00% |
08.05.2024 | 0.32% | 9.49 CHF | 9.52 CHF | 19'619 | 19'619 | 19'539 | 19'539 | 182'767 CHF | 183'354 CHF | 100.00% | 100.00% |
07.05.2024 | 0.32% | 9.40 CHF | 9.43 CHF | 19'735 | 19'735 | 19'538 | 19'538 | 183'563 CHF | 184'149 CHF | 100.00% | 100.00% |
06.05.2024 | 0.33% | 9.33 CHF | 9.36 CHF | 19'780 | 19'780 | 19'639 | 19'639 | 181'937 CHF | 182'527 CHF | 99.70% | 99.70% |
03.05.2024 | 0.35% | 8.50 CHF | 8.53 CHF | 20'455 | 20'455 | 20'153 | 20'153 | 174'538 CHF | 175'143 CHF | 97.03% | 97.03% |
02.05.2024 | 0.35% | 8.82 CHF | 8.85 CHF | 20'127 | 20'127 | 20'113 | 20'113 | 173'154 CHF | 173'758 CHF | 99.39% | 99.39% |