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 | 0.57% | 16.95 CHF | 17.00 CHF | 14'000 | 14'000 | 9'370 | 9'370 | 158'533 CHF | 159'362 CHF | 100.00% | 100.00% |
15.05.2024 | 0.59% | 16.70 CHF | 16.75 CHF | 14'000 | 14'000 | 10'005 | 10'005 | 163'774 CHF | 164'660 CHF | 99.96% | 99.96% |
14.05.2024 | 0.60% | 16.15 CHF | 16.20 CHF | 15'000 | 15'000 | 10'056 | 10'056 | 161'492 CHF | 162'383 CHF | 99.23% | 99.23% |
13.05.2024 | 0.59% | 16.05 CHF | 16.10 CHF | 15'000 | 15'000 | 10'039 | 10'039 | 163'620 CHF | 164'508 CHF | 100.00% | 100.00% |
10.05.2024 | 0.60% | 16.05 CHF | 16.10 CHF | 15'000 | 15'000 | 10'036 | 10'036 | 161'295 CHF | 162'183 CHF | 100.00% | 100.00% |
08.05.2024 | 0.61% | 15.95 CHF | 16.00 CHF | 15'000 | 15'000 | 10'041 | 10'041 | 158'515 CHF | 159'403 CHF | 100.00% | 100.00% |
07.05.2024 | 0.60% | 16.00 CHF | 16.05 CHF | 15'000 | 15'000 | 10'038 | 10'038 | 160'793 CHF | 161'681 CHF | 100.00% | 100.00% |
06.05.2024 | 0.62% | 15.70 CHF | 15.75 CHF | 15'000 | 15'000 | 10'537 | 10'537 | 163'908 CHF | 164'840 CHF | 98.53% | 98.53% |
03.05.2024 | 0.65% | 15.30 CHF | 15.35 CHF | 16'000 | 16'000 | 10'646 | 10'646 | 159'499 CHF | 160'447 CHF | 97.56% | 97.56% |
02.05.2024 | 0.65% | 14.75 CHF | 14.80 CHF | 16'000 | 16'000 | 10'786 | 10'786 | 159'095 CHF | 160'049 CHF | 99.10% | 99.10% |