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 | 0.36% | 13.80 CHF | 13.85 CHF | 60'000 | 60'000 | 59'687 | 59'687 | 821'150 CHF | 824'136 CHF | 99.55% | 99.55% |
15.05.2024 | 0.37% | 13.65 CHF | 13.70 CHF | 60'000 | 60'000 | 59'479 | 59'479 | 802'430 CHF | 805'407 CHF | 99.87% | 99.87% |
14.05.2024 | 0.37% | 13.40 CHF | 13.45 CHF | 60'000 | 60'000 | 59'823 | 59'823 | 800'874 CHF | 803'866 CHF | 99.29% | 99.29% |
13.05.2024 | 0.37% | 13.45 CHF | 13.50 CHF | 60'000 | 60'000 | 59'439 | 59'435 | 800'321 CHF | 803'236 CHF | 99.99% | 99.99% |
10.05.2024 | 0.37% | 13.40 CHF | 13.45 CHF | 60'000 | 60'000 | 59'547 | 59'547 | 799'996 CHF | 802'976 CHF | 99.34% | 99.34% |
08.05.2024 | 0.39% | 12.95 CHF | 13.00 CHF | 60'000 | 60'000 | 59'642 | 59'642 | 769'096 CHF | 772'080 CHF | 99.70% | 99.70% |
07.05.2024 | 0.39% | 12.95 CHF | 13.00 CHF | 60'000 | 60'000 | 59'886 | 59'886 | 772'945 CHF | 775'940 CHF | 98.72% | 98.72% |
06.05.2024 | 0.39% | 12.75 CHF | 12.80 CHF | 60'000 | 60'000 | 59'725 | 59'725 | 762'776 CHF | 765'764 CHF | 97.85% | 97.85% |
03.05.2024 | 0.40% | 12.55 CHF | 12.60 CHF | 60'000 | 60'000 | 59'769 | 59'769 | 753'003 CHF | 755'993 CHF | 97.56% | 97.56% |
02.05.2024 | 0.41% | 12.30 CHF | 12.35 CHF | 60'000 | 60'000 | 59'662 | 59'662 | 729'901 CHF | 732'886 CHF | 99.50% | 99.50% |