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 | 0.53% | 18.35 CHF | 18.40 CHF | 13'000 | 13'000 | 8'700 | 8'700 | 159'451 CHF | 160'221 CHF | 100.00% | 100.00% |
15.05.2024 | 0.54% | 18.10 CHF | 18.15 CHF | 13'000 | 13'000 | 9'150 | 9'150 | 162'595 CHF | 163'412 CHF | 100.00% | 100.00% |
14.05.2024 | 0.55% | 17.60 CHF | 17.65 CHF | 14'000 | 14'000 | 9'409 | 9'409 | 164'423 CHF | 165'254 CHF | 98.80% | 98.80% |
13.05.2024 | 0.54% | 17.50 CHF | 17.55 CHF | 14'000 | 14'000 | 9'060 | 9'060 | 160'382 CHF | 161'178 CHF | 100.00% | 100.00% |
10.05.2024 | 0.55% | 17.45 CHF | 17.50 CHF | 14'000 | 14'000 | 9'367 | 9'367 | 163'705 CHF | 164'534 CHF | 100.00% | 100.00% |
08.05.2024 | 0.56% | 17.35 CHF | 17.40 CHF | 14'000 | 14'000 | 9'368 | 9'368 | 161'125 CHF | 161'954 CHF | 100.00% | 100.00% |
07.05.2024 | 0.55% | 17.40 CHF | 17.45 CHF | 14'000 | 14'000 | 9'369 | 9'369 | 163'294 CHF | 164'122 CHF | 100.00% | 100.00% |
06.05.2024 | 0.57% | 17.15 CHF | 17.20 CHF | 14'000 | 14'000 | 9'384 | 9'384 | 159'170 CHF | 159'999 CHF | 98.51% | 98.51% |
03.05.2024 | 0.60% | 16.70 CHF | 16.75 CHF | 14'000 | 14'000 | 9'769 | 9'769 | 159'943 CHF | 160'823 CHF | 97.17% | 97.17% |
02.05.2024 | 0.60% | 16.15 CHF | 16.20 CHF | 15'000 | 15'000 | 10'008 | 10'008 | 161'737 CHF | 162'624 CHF | 99.55% | 99.55% |