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 | 0.86% | 16.05 CHF | 16.10 CHF | 10'800 | 10'800 | 7'280 | 7'280 | 114'790 CHF | 115'686 CHF | 99.89% | 99.89% |
15.05.2024 | 0.88% | 15.55 CHF | 15.60 CHF | 10'900 | 10'900 | 7'341 | 7'341 | 113'249 CHF | 114'151 CHF | 99.38% | 99.38% |
14.05.2024 | 0.89% | 15.30 CHF | 15.35 CHF | 11'000 | 11'000 | 7'361 | 7'361 | 111'603 CHF | 112'507 CHF | 99.69% | 99.69% |
13.05.2024 | 0.93% | 14.65 CHF | 14.70 CHF | 11'200 | 11'200 | 7'520 | 7'520 | 109'126 CHF | 110'049 CHF | 99.97% | 99.97% |
10.05.2024 | 0.89% | 15.00 CHF | 15.05 CHF | 11'100 | 11'100 | 7'380 | 7'380 | 111'597 CHF | 112'503 CHF | 99.65% | 99.65% |
08.05.2024 | 0.88% | 15.40 CHF | 15.45 CHF | 10'900 | 10'900 | 7'295 | 7'295 | 112'349 CHF | 113'245 CHF | 99.95% | 99.95% |
07.05.2024 | 0.90% | 15.55 CHF | 15.60 CHF | 10'900 | 10'900 | 7'353 | 7'353 | 111'426 CHF | 112'331 CHF | 100.00% | 100.00% |
06.05.2024 | 0.91% | 14.80 CHF | 14.85 CHF | 11'100 | 11'100 | 7'442 | 7'442 | 110'268 CHF | 111'179 CHF | 98.67% | 98.67% |
03.05.2024 | 0.92% | 14.40 CHF | 14.45 CHF | 11'300 | 11'300 | 7'436 | 7'436 | 109'617 CHF | 110'532 CHF | 97.94% | 97.94% |
02.05.2024 | 0.93% | 14.65 CHF | 14.70 CHF | 11'200 | 11'200 | 7'458 | 7'458 | 108'789 CHF | 109'709 CHF | 99.56% | 99.56% |