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 |
---|---|---|---|---|---|---|---|---|---|---|---|
23.05.2024 | 0.31% | 16.30 CHF | 16.35 CHF | 50'000 | 50'000 | 49'599 | 49'598 | 817'199 CHF | 819'655 CHF | 98.83% | 98.83% |
22.05.2024 | 0.31% | 16.40 CHF | 16.45 CHF | 50'000 | 50'000 | 49'666 | 49'666 | 811'647 CHF | 814'132 CHF | 99.72% | 99.72% |
21.05.2024 | 0.31% | 16.20 CHF | 16.25 CHF | 50'000 | 50'000 | 49'601 | 49'601 | 803'524 CHF | 806'006 CHF | 99.85% | 99.85% |
17.05.2024 | 0.31% | 16.10 CHF | 16.15 CHF | 50'000 | 50'000 | 49'533 | 49'530 | 797'380 CHF | 799'810 CHF | 100.00% | 100.00% |
16.05.2024 | 0.31% | 16.20 CHF | 16.25 CHF | 50'000 | 50'000 | 49'746 | 49'746 | 803'374 CHF | 805'862 CHF | 99.53% | 99.53% |
15.05.2024 | 0.32% | 15.95 CHF | 16.00 CHF | 50'000 | 50'000 | 49'569 | 49'569 | 776'861 CHF | 779'342 CHF | 99.93% | 99.93% |
14.05.2024 | 0.33% | 15.45 CHF | 15.50 CHF | 50'000 | 50'000 | 49'788 | 49'788 | 767'618 CHF | 770'108 CHF | 99.30% | 99.30% |
13.05.2024 | 0.33% | 15.45 CHF | 15.50 CHF | 50'000 | 50'000 | 49'533 | 49'529 | 765'959 CHF | 768'384 CHF | 100.00% | 100.00% |
10.05.2024 | 0.32% | 15.35 CHF | 15.40 CHF | 50'000 | 50'000 | 49'667 | 49'667 | 769'026 CHF | 771'511 CHF | 99.18% | 99.18% |
08.05.2024 | 0.33% | 15.10 CHF | 15.15 CHF | 50'000 | 50'000 | 49'736 | 49'736 | 750'620 CHF | 753'109 CHF | 99.64% | 99.64% |